+49.1%
D vs CRS
+790.4%
-741.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.4% |
| 7D | -1.4% | +4.8% | -6.1% | -1.7% |
| 30D | +7.7% | -23.2% | +30.9% | +9.5% |
| 3M | -0.3% | -45.5% | +45.2% | +4.0% |
| 6M | +10.1% | -33.1% | +43.2% | +12.6% |
| YTD | +19.1% | -7.2% | +26.3% | +18.2% |
| 1Y | +15.9% | -10.0% | +25.9% | +15.2% |
| 3Y | +75.0% | +332.3% | -257.3% | +47.7% |
| 5Y | +13.4% | +801.9% | -788.5% | -12.3% |
| All | +49.1% | +790.4% | -741.3% | +8.7% |
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