+2,351.9%
D vs CRS
+6,491.0%
-4,139.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.7% |
| 7D | -2.4% | +4.4% | -6.8% | -3.0% |
| 30D | +9.0% | -19.1% | +28.1% | +11.0% |
| 3M | +1.0% | -43.2% | +44.2% | +7.0% |
| 6M | +11.0% | -28.9% | +39.9% | +14.2% |
| YTD | +19.8% | -3.0% | +22.8% | +18.2% |
| 1Y | +16.0% | -5.3% | +21.3% | +14.6% |
| 3Y | +74.4% | +363.5% | -289.2% | +38.0% |
| 5Y | +13.5% | +858.2% | -844.6% | -20.0% |
| 10Y | +48.4% | +862.9% | -814.6% | -4.1% |
| All | +2,351.9% | +6,491.0% | -4,139.1% | +1,006.3% |
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