+220,352.2%
CSCO vs CRS
+10,256.2%
+210,096.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | +0.1% |
| 7D | -0.7% | -0.2% | -0.4% | -0.6% |
| 30D | -10.1% | -16.6% | +6.5% | -6.0% |
| 3M | -15.7% | -3.5% | -12.2% | -15.3% |
| 6M | +36.3% | +15.4% | +20.8% | +29.4% |
| YTD | +43.8% | +51.2% | -7.4% | +26.8% |
| 1Y | +63.9% | +98.3% | -34.4% | +32.8% |
| 3Y | +104.4% | +651.5% | -547.2% | +10.3% |
| 5Y | +111.4% | +1,411.1% | -1,299.8% | -10.8% |
| 10Y | +361.7% | +1,424.3% | -1,062.7% | +67.1% |
| All | +220,352.2% | +10,256.2% | +210,096.0% | +36,825.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling