+225.5%
HOOD vs CRS
+1,109.8%
-884.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -0.6% |
| 7D | -9.1% | -4.1% | -5.0% | -7.3% |
| 30D | +20.1% | -16.6% | +36.7% | +30.7% |
| 3M | +31.2% | -14.3% | +45.5% | +40.9% |
| 6M | +44.3% | +11.6% | +32.7% | +36.3% |
| YTD | +0.2% | +42.6% | -42.4% | -16.2% |
| 1Y | -3.5% | +81.8% | -85.3% | -29.3% |
| 3Y | +955.2% | +632.1% | +323.2% | +350.5% |
| 5Y | +175.3% | +1,401.6% | -1,226.4% | -6.2% |
| All | +225.5% | +1,109.8% | -884.3% | -19.2% |
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