+5,893.8%
CRS vs MDY
+2,644.5%
+3,249.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.9% | -2.7% |
| 7D | -3.1% | +1.0% | -4.1% | -4.3% |
| 30D | -19.6% | -3.1% | -16.5% | -16.3% |
| 3M | -8.1% | +1.8% | -9.9% | -9.8% |
| 6M | +18.6% | +10.8% | +7.8% | +5.8% |
| YTD | +45.9% | +14.4% | +31.4% | +25.0% |
| 1Y | +82.5% | +15.2% | +67.3% | +55.7% |
| 3Y | +648.9% | +51.2% | +597.7% | +366.8% |
| 5Y | +1,438.1% | +47.2% | +1,390.9% | +923.1% |
| 10Y | +1,327.0% | +171.1% | +1,155.9% | +451.1% |
| All | +5,893.8% | +2,644.5% | +3,249.4% | +564.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling