-27.5%
DOW vs CRS
+800.5%
-828.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.3% | +0.2% |
| 7D | +5.2% | +4.8% | +0.5% | +4.1% |
| 30D | +13.2% | -23.2% | +36.4% | +18.0% |
| 3M | +10.1% | -45.5% | +55.6% | +23.2% |
| 6M | -13.1% | -33.1% | +20.0% | -8.5% |
| YTD | +46.1% | -7.2% | +53.3% | +38.2% |
| 1Y | +50.0% | -10.0% | +60.1% | +42.8% |
| 3Y | -20.2% | +332.3% | -352.6% | -52.4% |
| All | -27.5% | +800.5% | -828.1% | -65.7% |
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