+114.8%
CSCO vs CRS
+1,446.1%
-1,331.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | 0.0% | -0.5% | +0.5% | 0.0% |
| 30D | -10.7% | -18.1% | +7.4% | -8.0% |
| 3M | -8.7% | -12.4% | +3.7% | -7.1% |
| 6M | +44.9% | +15.9% | +29.0% | +40.7% |
| YTD | +44.1% | +45.8% | -1.7% | +34.8% |
| 1Y | +65.9% | +87.8% | -21.9% | +48.1% |
| 3Y | +109.0% | +648.7% | -539.7% | +46.6% |
| 5Y | +114.8% | +1,416.6% | -1,301.9% | +28.2% |
| All | +114.8% | +1,446.1% | -1,331.3% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling