+7,843.3%
FIX vs CRS
+2,163.6%
+5,679.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.7% | +5.5% |
| 7D | -17.5% | -1.7% | -15.8% | -16.7% |
| 30D | -41.6% | -28.8% | -12.8% | -33.7% |
| 3M | -40.6% | -50.0% | +9.4% | -23.2% |
| 6M | -49.4% | -39.2% | -10.2% | -39.3% |
| YTD | +9.2% | -11.4% | +20.6% | +13.9% |
| 1Y | +6.5% | -11.7% | +18.1% | +11.2% |
| 3Y | +448.7% | +319.6% | +129.1% | +219.2% |
| 5Y | +948.7% | +794.8% | +154.0% | +340.8% |
| 10Y | +3,659.7% | +926.9% | +2,732.8% | +1,232.6% |
| All | +7,843.3% | +2,163.6% | +5,679.8% | +1,595.1% |
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