+1,416.6%
CRS vs SFM
+217.9%
+1,198.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.8% |
| 7D | -0.5% | -7.2% | +6.6% | +0.9% |
| 30D | -18.1% | -14.3% | -3.8% | -15.7% |
| 3M | -12.4% | -13.7% | +1.3% | -10.5% |
| 6M | +15.9% | -6.0% | +21.9% | +14.7% |
| YTD | +45.8% | -8.2% | +54.1% | +44.4% |
| 1Y | +87.8% | -46.2% | +134.0% | +115.2% |
| 3Y | +648.7% | +83.6% | +565.2% | +493.5% |
| 5Y | +1,416.6% | +212.7% | +1,203.9% | +927.7% |
| All | +1,416.6% | +217.9% | +1,198.8% | +927.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling