+843.0%
CRS vs SFM
+109.4%
+733.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -0.9% | +2.0% |
| 7D | +4.4% | -7.1% | +11.4% | +5.6% |
| 30D | -19.1% | -21.4% | +2.3% | -16.9% |
| 3M | -43.2% | -40.1% | -3.1% | -38.6% |
| 6M | -28.9% | -38.0% | +9.1% | -24.4% |
| YTD | -3.0% | -36.5% | +33.6% | +1.2% |
| 1Y | -5.3% | -35.2% | +29.9% | -2.0% |
| 3Y | +363.5% | +23.5% | +340.1% | +289.3% |
| All | +843.0% | +109.4% | +733.6% | +558.2% |
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