-15.8%
F vs CRS
+772.4%
-788.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +1.6% | -1.7% | +3.2% | +2.0% |
| 30D | +2.6% | -28.8% | +31.5% | +11.3% |
| 3M | -8.8% | -50.0% | +41.2% | +8.8% |
| 6M | +4.6% | -39.2% | +43.8% | +17.3% |
| YTD | -1.9% | -11.4% | +9.5% | -2.1% |
| 1Y | -0.8% | -11.7% | +10.9% | -1.0% |
| 3Y | +43.5% | +319.6% | -276.2% | -22.3% |
| All | -15.8% | +772.4% | -788.2% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling