-1.4%
DOW vs CRS
+660.6%
-662.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.5% | +0.8% | +2.6% |
| 7D | -0.5% | +4.4% | -4.9% | -2.1% |
| 30D | +15.7% | -19.1% | +34.9% | +21.7% |
| 3M | +5.3% | -43.2% | +48.5% | +24.1% |
| 6M | -14.2% | -28.9% | +14.7% | -8.2% |
| YTD | +43.9% | -3.0% | +46.9% | +33.6% |
| 1Y | +53.1% | -5.3% | +58.4% | +42.9% |
| 3Y | -21.8% | +363.5% | -385.4% | -63.4% |
| 5Y | -28.3% | +858.2% | -886.5% | -77.2% |
| All | -1.4% | +660.6% | -662.0% | -66.7% |
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 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