+2,271.9%
D vs CRS
+10,171.0%
-7,899.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.6% |
| 7D | +0.4% | -0.2% | +0.7% | +0.5% |
| 30D | -3.6% | -16.6% | +13.1% | -1.6% |
| 3M | -1.0% | -3.5% | +2.5% | -0.9% |
| 6M | +6.3% | +15.4% | -9.2% | +3.7% |
| YTD | +14.7% | +51.2% | -36.5% | +8.2% |
| 1Y | +16.9% | +98.3% | -81.4% | +6.2% |
| 3Y | +56.8% | +651.5% | -594.8% | +18.0% |
| 5Y | +5.2% | +1,411.1% | -1,405.9% | -29.3% |
| 10Y | +35.9% | +1,424.3% | -1,388.5% | -16.6% |
| All | +2,271.9% | +10,171.0% | -7,899.1% | +923.5% |
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