+801.7%
CRS vs SFM
+140.2%
+661.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -2.9% |
| 7D | +4.8% | +6.0% | -1.3% | +3.6% |
| 30D | -23.2% | -19.5% | -3.7% | -21.0% |
| 3M | -45.5% | -37.0% | -8.5% | -41.1% |
| 6M | -33.1% | -41.0% | +7.9% | -27.3% |
| YTD | -7.2% | -34.6% | +27.4% | -2.9% |
| 1Y | -10.0% | -36.3% | +26.2% | -5.4% |
| 3Y | +332.3% | +24.5% | +307.8% | +274.0% |
| 5Y | +801.9% | +115.9% | +686.0% | +563.3% |
| All | +801.7% | +140.2% | +661.6% | +533.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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