+74.3%
F vs CRS
+849.0%
-774.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.1% |
| 7D | +1.0% | +0.2% | +0.7% | +0.7% |
| 30D | +2.1% | -22.9% | +25.0% | +9.9% |
| 3M | -10.3% | -46.8% | +36.6% | +9.4% |
| 6M | +3.3% | -30.4% | +33.7% | +13.8% |
| YTD | -2.0% | -5.4% | +3.4% | -4.5% |
| 1Y | -2.3% | -9.0% | +6.7% | -3.6% |
| 3Y | +49.9% | +352.2% | -302.3% | -26.3% |
| 5Y | -12.5% | +852.2% | -864.7% | -69.8% |
| 10Y | +74.3% | +862.6% | -788.4% | -49.6% |
| All | +74.3% | +849.0% | -774.7% | -49.6% |
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