+826.4%
CRS vs SM
+18.2%
+808.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.2% | -6.9% | -3.0% |
| 7D | +7.4% | +10.6% | -3.2% | +4.6% |
| 30D | -21.2% | -15.0% | -6.2% | -18.6% |
| 3M | -43.3% | +1.7% | -45.0% | -44.3% |
| 6M | -29.4% | +5.9% | -35.3% | -32.6% |
| YTD | -4.7% | +79.0% | -83.7% | -22.5% |
| 1Y | -9.6% | +84.7% | -94.3% | -27.4% |
| 3Y | +355.5% | -3.5% | +358.9% | +318.2% |
| 5Y | +826.6% | +4.9% | +821.6% | +692.5% |
| All | +826.4% | +18.2% | +808.2% | +348.3% |
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