+2,358.4%
D vs CRS
+6,501.6%
-4,143.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.7% | -10.2% | -1.6% |
| 7D | +0.8% | +4.9% | -4.2% | +0.1% |
| 30D | +10.7% | -20.8% | +31.5% | +13.0% |
| 3M | +2.3% | -46.4% | +48.7% | +9.2% |
| 6M | +12.5% | -28.6% | +41.1% | +15.7% |
| YTD | +20.1% | -2.8% | +22.9% | +18.5% |
| 1Y | +15.6% | -6.7% | +22.3% | +14.4% |
| 3Y | +75.2% | +368.0% | -292.8% | +38.5% |
| 5Y | +14.6% | +852.9% | -838.3% | -19.2% |
| 10Y | +43.8% | +905.1% | -861.4% | -7.6% |
| All | +2,358.4% | +6,501.6% | -4,143.2% | +1,009.1% |
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