+8,388.8%
CRS vs SM
+1,608.3%
+6,780.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.3% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -16.6% | +26.3% | -42.9% | -21.9% |
| 3M | -3.5% | +8.7% | -12.1% | -7.1% |
| 6M | +15.4% | +51.7% | -36.2% | -0.6% |
| YTD | +51.2% | +99.0% | -47.9% | +20.4% |
| 1Y | +98.3% | +34.6% | +63.7% | +73.9% |
| 3Y | +651.5% | -7.8% | +659.3% | +601.6% |
| 5Y | +1,411.1% | +104.8% | +1,306.3% | +982.8% |
| 10Y | +1,424.3% | +7.2% | +1,417.1% | +685.0% |
| All | +8,388.8% | +1,608.3% | +6,780.5% | +2,834.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling