+277.0%
IR vs CRS
+1,408.0%
-1,131.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.9% | -0.5% | -1.3% | -1.7% |
| 30D | -15.0% | -18.1% | +3.1% | -9.1% |
| 3M | -0.4% | -12.4% | +12.0% | +3.5% |
| 6M | -15.0% | +15.9% | -31.0% | -20.4% |
| YTD | -7.1% | +45.8% | -52.9% | -20.2% |
| 1Y | -7.5% | +87.8% | -95.3% | -28.4% |
| 3Y | +6.3% | +648.7% | -642.4% | -53.5% |
| 5Y | +37.3% | +1,416.6% | -1,379.3% | -57.0% |
| All | +277.0% | +1,408.0% | -1,131.0% | +1.7% |
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