-10.4%
DOW vs CRS
+1,043.4%
-1,053.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +4.0% | +1.6% |
| 7D | -2.9% | -3.1% | +0.1% | -2.0% |
| 30D | +2.0% | -19.6% | +21.6% | +9.3% |
| 3M | -12.5% | -8.1% | -4.5% | -11.7% |
| 6M | -9.2% | +18.6% | -27.8% | -18.0% |
| YTD | +30.8% | +45.9% | -15.1% | +8.3% |
| 1Y | +29.4% | +82.5% | -53.1% | -2.5% |
| 3Y | -34.6% | +648.9% | -683.5% | -73.6% |
| 5Y | -35.9% | +1,438.1% | -1,474.1% | -82.4% |
| All | -10.4% | +1,043.4% | -1,053.8% | -73.0% |
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 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