+5,993.3%
FIX vs CRS
+1,306.2%
+4,687.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.5% | +5.9% | +3.9% |
| 7D | +6.1% | -3.1% | +9.1% | +7.4% |
| 30D | -2.7% | -19.6% | +16.9% | +6.7% |
| 3M | -10.9% | -8.1% | -2.9% | -7.8% |
| 6M | +29.0% | +18.6% | +10.4% | +19.5% |
| YTD | +76.9% | +45.9% | +31.0% | +50.2% |
| 1Y | +130.7% | +82.5% | +48.3% | +77.4% |
| 3Y | +790.7% | +648.9% | +141.8% | +285.0% |
| 5Y | +2,185.6% | +1,438.1% | +747.4% | +601.1% |
| 10Y | +5,993.3% | +1,327.0% | +4,666.3% | +1,542.4% |
| All | +5,993.3% | +1,306.2% | +4,687.1% | +1,542.4% |
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