+5,109.8%
CRS vs SM
+1,434.4%
+3,675.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.5% | -2.6% |
| 7D | +4.8% | +9.4% | -4.6% | +2.2% |
| 30D | -23.2% | -14.4% | -8.8% | -20.7% |
| 3M | -45.5% | +1.6% | -47.1% | -46.5% |
| 6M | -33.1% | +6.3% | -39.5% | -36.4% |
| YTD | -7.2% | +78.8% | -86.0% | -25.0% |
| 1Y | -10.0% | +83.1% | -93.2% | -28.0% |
| 3Y | +332.3% | -5.9% | +338.2% | +298.3% |
| 5Y | +801.9% | +4.8% | +797.1% | +666.4% |
| 10Y | +820.9% | +17.5% | +803.4% | +359.8% |
| All | +5,109.8% | +1,434.4% | +3,675.4% | +1,728.1% |
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