+252.1%
INTC vs CRS
+1,392.1%
-1,139.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.9% |
| 7D | +7.5% | -6.8% | +14.2% | +9.6% |
| 30D | +2.0% | -16.1% | +18.1% | +7.4% |
| 3M | -12.0% | -21.2% | +9.2% | -5.3% |
| 6M | +114.5% | +8.7% | +105.9% | +110.2% |
| YTD | +179.0% | +41.0% | +138.0% | +153.0% |
| 1Y | +318.3% | +82.7% | +235.6% | +249.1% |
| 3Y | +171.2% | +604.8% | -433.6% | +52.0% |
| 5Y | +107.6% | +1,384.7% | -1,277.1% | -9.1% |
| All | +252.1% | +1,392.1% | -1,139.9% | +44.7% |
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