+694.0%
CRS vs S
-51.5%
+745.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.3% | +4.5% | -0.9% |
| 7D | +7.4% | +4.1% | +3.4% | +6.9% |
| 30D | -21.2% | -7.2% | -14.1% | -20.6% |
| 3M | -43.3% | 0.0% | -43.2% | -43.7% |
| 6M | -29.4% | +41.6% | -71.0% | -33.5% |
| YTD | -4.7% | +48.6% | -53.3% | -11.6% |
| 1Y | -9.6% | +30.0% | -39.6% | -14.6% |
| 3Y | +355.5% | +42.2% | +313.3% | +322.2% |
| 5Y | +826.6% | -70.8% | +897.3% | +806.9% |
| All | +694.0% | -51.5% | +745.5% | +702.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling