+308.5%
CSCO vs CRS
+790.4%
-482.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.7% | -3.6% | -5.7% |
| 7D | +1.9% | +4.8% | -2.9% | +0.9% |
| 30D | -15.8% | -23.2% | +7.3% | -11.7% |
| 3M | -15.4% | -45.5% | +30.1% | -4.8% |
| 6M | -5.4% | -33.1% | +27.7% | +1.6% |
| YTD | +26.5% | -7.2% | +33.7% | +25.7% |
| 1Y | +25.9% | -10.0% | +35.9% | +25.8% |
| 3Y | +97.5% | +332.3% | -234.8% | +34.2% |
| 5Y | +93.0% | +801.9% | -708.8% | +5.1% |
| All | +308.5% | +790.4% | -482.0% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling