+902.2%
CRS vs USFR
+27.6%
+874.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.6% | -3.6% |
| 7D | -3.1% | +0.1% | -3.1% | -3.1% |
| 30D | -19.6% | +0.3% | -19.9% | -19.9% |
| 3M | -8.1% | +1.0% | -9.1% | -9.0% |
| 6M | +18.6% | +1.9% | +16.6% | +16.2% |
| YTD | +45.9% | +2.7% | +43.2% | +41.9% |
| 1Y | +82.5% | +4.0% | +78.4% | +75.0% |
| 3Y | +648.9% | +14.0% | +634.9% | +555.0% |
| 5Y | +1,438.1% | +20.4% | +1,417.7% | +1,176.1% |
| 10Y | +1,327.0% | +28.1% | +1,298.9% | +1,021.9% |
| All | +902.2% | +27.6% | +874.6% | +671.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling