+155.8%
EXC vs CRS
+1,392.1%
-1,236.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | -1.1% | -6.8% | +5.7% | -0.2% |
| 30D | -3.6% | -16.1% | +12.5% | -1.5% |
| 3M | -4.3% | -21.2% | +16.9% | -1.7% |
| 6M | -9.9% | +8.7% | -18.6% | -11.8% |
| YTD | +1.8% | +41.0% | -39.2% | -4.0% |
| 1Y | +2.9% | +82.7% | -79.8% | -7.0% |
| 3Y | +19.1% | +604.8% | -585.7% | -16.4% |
| 5Y | +44.8% | +1,384.7% | -1,339.9% | -14.0% |
| All | +155.8% | +1,392.1% | -1,236.2% | +31.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling