+48.3%
D vs CRS
+849.0%
-800.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.4% |
| 7D | +2.4% | +0.2% | +2.2% | +2.3% |
| 30D | +10.9% | -22.9% | +33.8% | +12.7% |
| 3M | +2.8% | -46.8% | +49.7% | +7.5% |
| 6M | +12.7% | -30.4% | +43.1% | +15.0% |
| YTD | +20.3% | -5.4% | +25.7% | +19.3% |
| 1Y | +17.1% | -9.0% | +26.1% | +16.4% |
| 3Y | +75.1% | +352.2% | -277.0% | +47.4% |
| 5Y | +13.1% | +852.2% | -839.1% | -12.8% |
| 10Y | +48.3% | +862.6% | -814.4% | +8.6% |
| All | +48.3% | +849.0% | -800.7% | +8.6% |
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