+852.2%
CRS vs S
-67.7%
+920.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.6% |
| 7D | +0.2% | +1.4% | -1.2% | 0.0% |
| 30D | -22.9% | -10.8% | -12.1% | -21.7% |
| 3M | -46.8% | +5.4% | -52.2% | -47.7% |
| 6M | -30.4% | +41.2% | -71.7% | -34.8% |
| YTD | -5.4% | +56.2% | -61.6% | -13.6% |
| 1Y | -9.0% | +36.3% | -45.3% | -15.1% |
| 3Y | +352.2% | +49.4% | +302.7% | +311.1% |
| 5Y | +852.2% | -66.9% | +919.1% | +870.9% |
| All | +852.2% | -67.7% | +920.0% | +870.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling