+672.8%
CRS vs S
-51.7%
+724.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | +4.8% | +2.0% | +2.8% | +4.5% |
| 30D | -23.2% | -2.7% | -20.5% | -23.0% |
| 3M | -45.5% | -6.9% | -38.6% | -45.3% |
| 6M | -33.1% | +38.1% | -71.2% | -36.7% |
| YTD | -7.2% | +48.0% | -55.2% | -13.9% |
| 1Y | -10.0% | +34.5% | -44.5% | -15.4% |
| 3Y | +332.3% | +38.3% | +294.0% | +301.9% |
| 5Y | +801.9% | -70.9% | +872.8% | +783.2% |
| All | +672.8% | -51.7% | +724.6% | +681.3% |
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