+3,644.4%
FIX vs CRS
+849.0%
+2,795.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +2.0% | +0.5% |
| 7D | -13.9% | +0.2% | -14.2% | -13.7% |
| 30D | -35.5% | -22.9% | -12.7% | -28.0% |
| 3M | -33.9% | -46.8% | +12.9% | -13.5% |
| 6M | -43.3% | -30.4% | -12.9% | -34.0% |
| YTD | +18.7% | -5.4% | +24.0% | +21.0% |
| 1Y | +13.8% | -9.0% | +22.7% | +18.1% |
| 3Y | +495.0% | +352.2% | +142.8% | +215.9% |
| 5Y | +1,049.0% | +852.2% | +196.8% | +324.8% |
| 10Y | +3,644.4% | +862.6% | +2,781.8% | +1,063.3% |
| All | +3,644.4% | +849.0% | +2,795.4% | +1,063.3% |
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