+615.0%
F vs CRS
+10,171.0%
-9,556.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.9% |
| 7D | +5.3% | -0.2% | +5.6% | +5.4% |
| 30D | +4.6% | -16.6% | +21.2% | +11.0% |
| 3M | -3.7% | -3.5% | -0.2% | -3.4% |
| 6M | +16.8% | +15.4% | +1.4% | +9.6% |
| YTD | +15.3% | +51.2% | -35.9% | -2.1% |
| 1Y | +31.0% | +98.3% | -67.3% | 0.0% |
| 3Y | +45.4% | +651.5% | -606.1% | -35.0% |
| 5Y | +54.7% | +1,411.1% | -1,356.5% | -48.0% |
| 10Y | +98.2% | +1,424.3% | -1,326.1% | -42.0% |
| All | +615.0% | +10,171.0% | -9,556.0% | -13.8% |
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