+1,401.6%
CRS vs USFR
+20.4%
+1,381.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.3% |
| 7D | -4.1% | +0.1% | -4.2% | -4.2% |
| 30D | -16.6% | +0.3% | -16.9% | -17.0% |
| 3M | -14.3% | +1.0% | -15.2% | -15.8% |
| 6M | +11.6% | +1.9% | +9.7% | +6.9% |
| YTD | +42.6% | +2.7% | +39.9% | +33.3% |
| 1Y | +81.8% | +4.0% | +77.8% | +62.5% |
| 3Y | +632.1% | +14.1% | +618.0% | +409.6% |
| 5Y | +1,401.6% | +20.5% | +1,381.2% | +681.2% |
| All | +1,401.6% | +20.4% | +1,381.2% | +681.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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