+1,107.0%
DIA vs CRS
+2,226.7%
-1,119.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.7% |
| 7D | +2.1% | +4.8% | -2.6% | +1.0% |
| 30D | +1.5% | -23.2% | +24.7% | +6.7% |
| 3M | -2.4% | -45.5% | +43.1% | +10.6% |
| 6M | +6.0% | -33.1% | +39.1% | +14.0% |
| YTD | +10.1% | -7.2% | +17.3% | +8.9% |
| 1Y | +11.8% | -10.0% | +21.8% | +11.2% |
| 3Y | +59.7% | +332.3% | -272.6% | +5.4% |
| 5Y | +57.9% | +801.9% | -744.0% | -16.1% |
| 10Y | +236.2% | +820.9% | -584.7% | +58.3% |
| All | +1,107.0% | +2,226.7% | -1,119.7% | +260.9% |
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