+86.4%
F vs CRS
+1,306.2%
-1,219.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.5% | -0.7% | -3.0% |
| 7D | +1.2% | -3.1% | +4.2% | +2.2% |
| 30D | +1.2% | -19.6% | +20.8% | +8.9% |
| 3M | -5.7% | -8.1% | +2.4% | -3.8% |
| 6M | +17.9% | +18.6% | -0.6% | +9.5% |
| YTD | +10.4% | +45.9% | -35.5% | -5.4% |
| 1Y | +25.3% | +82.5% | -57.1% | -2.1% |
| 3Y | +37.5% | +648.9% | -611.4% | -41.8% |
| 5Y | +46.5% | +1,438.1% | -1,391.6% | -55.7% |
| 10Y | +86.4% | +1,327.0% | -1,240.6% | -51.0% |
| All | +86.4% | +1,306.2% | -1,219.8% | -51.0% |
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 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