+1,001.3%
CRS vs SFM
+132.6%
+868.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +1.1% |
| 7D | -0.2% | -0.1% | -0.2% | -0.2% |
| 30D | -16.6% | -4.4% | -12.3% | -16.0% |
| 3M | -3.5% | +1.5% | -5.0% | -4.8% |
| 6M | +15.4% | +6.5% | +9.0% | +11.3% |
| YTD | +51.2% | +2.2% | +49.0% | +46.6% |
| 1Y | +98.3% | -41.9% | +140.2% | +118.8% |
| 3Y | +651.5% | +106.8% | +544.8% | +498.9% |
| 5Y | +1,411.1% | +231.6% | +1,179.5% | +952.7% |
| 10Y | +1,424.3% | +258.4% | +1,165.9% | +872.7% |
| All | +1,001.3% | +132.6% | +868.8% | +647.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling