+16,554.9%
INTC vs CRS
+9,808.6%
+6,746.3%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -3.5% | +12.6% | +10.1% |
| 7D | +17.4% | -3.1% | +20.5% | +18.4% |
| 30D | +2.8% | -19.6% | +22.4% | +9.4% |
| 3M | -5.3% | -8.1% | +2.8% | -2.7% |
| 6M | +140.6% | +18.6% | +122.0% | +129.5% |
| YTD | +183.1% | +45.9% | +137.3% | +153.5% |
| 1Y | +326.8% | +82.5% | +244.3% | +254.8% |
| 3Y | +179.4% | +648.9% | -469.5% | +50.7% |
| 5Y | +111.7% | +1,438.1% | -1,326.4% | -10.9% |
| 10Y | +253.8% | +1,327.0% | -1,073.2% | +32.2% |
| All | +16,554.9% | +9,808.6% | +6,746.3% | +2,580.3% |
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