+1,323.2%
CRS vs SM
+23.0%
+1,300.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -6.8% | +4.6% | -11.3% | -7.8% |
| 30D | -16.1% | +18.2% | -34.3% | -19.8% |
| 3M | -21.2% | +22.5% | -43.7% | -26.1% |
| 6M | +8.7% | +50.6% | -41.9% | -5.6% |
| YTD | +41.0% | +108.1% | -67.1% | +11.8% |
| 1Y | +82.7% | +46.0% | +36.7% | +57.9% |
| 3Y | +604.8% | +2.9% | +601.9% | +541.9% |
| 5Y | +1,384.7% | +112.6% | +1,272.1% | +971.6% |
| All | +1,323.2% | +23.0% | +1,300.2% | +586.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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