+12,471.5%
FIX vs CRS
+3,763.9%
+8,707.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.3% |
| 7D | +6.0% | -0.2% | +6.3% | +6.1% |
| 30D | -7.2% | -16.6% | +9.4% | -0.8% |
| 3M | -15.9% | -3.5% | -12.4% | -14.8% |
| 6M | +12.7% | +15.4% | -2.7% | +6.7% |
| YTD | +72.8% | +51.2% | +21.6% | +47.8% |
| 1Y | +122.9% | +98.3% | +24.6% | +71.3% |
| 3Y | +774.3% | +651.5% | +122.8% | +307.9% |
| 5Y | +2,049.5% | +1,411.1% | +638.4% | +642.5% |
| 10Y | +5,821.5% | +1,424.3% | +4,397.1% | +1,685.7% |
| All | +12,471.5% | +3,763.9% | +8,707.5% | +2,099.6% |
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