+3,604.4%
FIX vs CRS
+814.8%
+2,789.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.0% |
| 7D | +17.0% | +7.4% | +9.6% | +13.5% |
| 30D | -30.6% | -21.2% | -9.4% | -23.2% |
| 3M | -35.0% | -43.3% | +8.2% | -17.2% |
| 6M | -44.0% | -29.4% | -14.6% | -35.2% |
| YTD | +21.1% | -4.7% | +25.8% | +23.2% |
| 1Y | +16.3% | -9.6% | +25.9% | +21.0% |
| 3Y | +507.4% | +355.5% | +151.9% | +221.7% |
| 5Y | +1,052.1% | +826.6% | +225.5% | +331.1% |
| All | +3,604.4% | +814.8% | +2,789.6% | +1,067.7% |
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 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