+722.8%
GLD vs CRS
+1,448.8%
-726.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.7% | -1.3% |
| 7D | -2.0% | +4.4% | -6.3% | -2.2% |
| 30D | -4.4% | -19.1% | +14.7% | -3.6% |
| 3M | -8.9% | -43.2% | +34.3% | -6.6% |
| 6M | -16.0% | -28.9% | +12.9% | -14.8% |
| YTD | -7.9% | -3.0% | -4.9% | -8.0% |
| 1Y | -3.9% | -5.3% | +1.4% | -3.9% |
| 3Y | +103.4% | +363.5% | -260.1% | +87.5% |
| 5Y | +109.7% | +858.2% | -748.4% | +85.1% |
| 10Y | +211.8% | +862.9% | -651.1% | +165.5% |
| All | +722.8% | +1,448.8% | -726.0% | +527.0% |
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