-35.5%
DOW vs CRS
+1,358.7%
-1,394.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.3% |
| 7D | -2.4% | -4.1% | +1.7% | -1.5% |
| 30D | -4.1% | -16.6% | +12.5% | -0.3% |
| 3M | -12.4% | -14.3% | +1.8% | -10.4% |
| 6M | -10.6% | +11.6% | -22.2% | -15.7% |
| YTD | +31.1% | +42.6% | -11.5% | +14.6% |
| 1Y | +30.5% | +81.8% | -51.3% | +5.6% |
| 3Y | -34.4% | +632.1% | -666.5% | -65.6% |
| 5Y | -35.5% | +1,401.6% | -1,437.1% | -74.0% |
| All | -35.5% | +1,358.7% | -1,394.2% | -74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling