+1,350.3%
CRS vs MDY
+46.3%
+1,304.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -2.3% |
| 7D | -6.8% | -1.9% | -4.9% | -4.2% |
| 30D | -16.1% | -4.6% | -11.5% | -10.2% |
| 3M | -21.2% | -1.2% | -19.9% | -19.6% |
| 6M | +8.7% | +9.2% | -0.5% | -2.7% |
| YTD | +41.0% | +13.1% | +27.9% | +20.2% |
| 1Y | +82.7% | +13.0% | +69.7% | +56.6% |
| 3Y | +604.8% | +49.2% | +555.6% | +319.4% |
| All | +1,350.3% | +46.3% | +1,304.0% | +807.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 5y: compounded portfolio wealth divided by compounded MDY 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…
5y analysis · Full analysis span regression · 6 months rolling