+5,786.4%
CRS vs M
+442.1%
+5,344.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +8.1% | +1.6% | +7.0% |
| 7D | +4.9% | +2.5% | +2.4% | +3.9% |
| 30D | -20.8% | +10.1% | -30.9% | -23.7% |
| 3M | -46.4% | -0.9% | -45.5% | -46.7% |
| 6M | -28.6% | +30.2% | -58.7% | -35.8% |
| YTD | -2.8% | +16.3% | -19.1% | -9.9% |
| 1Y | -6.7% | +27.0% | -33.7% | -16.4% |
| 3Y | +368.0% | +154.5% | +213.5% | +202.5% |
| 5Y | +852.9% | -1.1% | +854.0% | +692.9% |
| 10Y | +905.1% | +0.5% | +904.6% | +566.2% |
| All | +5,786.4% | +442.1% | +5,344.4% | +2,203.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling