+1,416.6%
CRS vs SM
+119.2%
+1,297.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -0.5% | -0.2% | -0.3% | -0.6% |
| 30D | -18.1% | +20.3% | -38.4% | -22.0% |
| 3M | -12.4% | +22.9% | -35.4% | -18.1% |
| 6M | +15.9% | +47.8% | -31.9% | -0.1% |
| YTD | +45.8% | +107.5% | -61.6% | +11.9% |
| 1Y | +87.8% | +51.7% | +36.0% | +58.2% |
| 3Y | +648.7% | -0.9% | +649.6% | +582.3% |
| 5Y | +1,416.6% | +112.2% | +1,304.4% | +868.4% |
| All | +1,416.6% | +119.2% | +1,297.4% | +868.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling