+0.1%
DOW vs CRS
+627.4%
-627.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.3% | +0.5% |
| 7D | +5.2% | +4.8% | +0.5% | +3.4% |
| 30D | +13.2% | -23.2% | +36.4% | +21.0% |
| 3M | +10.1% | -45.5% | +55.6% | +31.4% |
| 6M | -13.1% | -33.1% | +20.0% | -5.1% |
| YTD | +46.1% | -7.2% | +53.3% | +37.6% |
| 1Y | +50.0% | -10.0% | +60.1% | +42.5% |
| 3Y | -20.2% | +332.3% | -352.6% | -61.7% |
| 5Y | -27.7% | +801.9% | -829.5% | -76.5% |
| All | +0.1% | +627.4% | -627.3% | -65.8% |
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