+231.1%
GM vs CRS
+1,392.1%
-1,161.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | -2.4% | -6.8% | +4.3% | 0.0% |
| 30D | -1.1% | -16.1% | +15.0% | +5.0% |
| 3M | +6.1% | -21.2% | +27.3% | +14.4% |
| 6M | +15.0% | +8.7% | +6.3% | +9.6% |
| YTD | +6.0% | +41.0% | -35.0% | -9.0% |
| 1Y | +47.1% | +82.7% | -35.6% | +12.8% |
| 3Y | +170.5% | +604.8% | -434.3% | +12.1% |
| 5Y | +80.5% | +1,384.7% | -1,304.2% | -48.6% |
| All | +231.1% | +1,392.1% | -1,161.0% | -16.6% |
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 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