+43.3%
IR vs CRS
+1,394.1%
-1,350.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -0.6% |
| 7D | +0.6% | -3.1% | +3.7% | +1.5% |
| 30D | -13.6% | -19.6% | +6.0% | -8.2% |
| 3M | +3.7% | -8.1% | +11.8% | +5.5% |
| 6M | -13.1% | +18.6% | -31.6% | -18.0% |
| YTD | -5.1% | +45.9% | -51.0% | -16.0% |
| 1Y | -6.5% | +82.5% | -88.9% | -23.1% |
| 3Y | +8.5% | +648.9% | -640.4% | -44.0% |
| 5Y | +43.3% | +1,438.1% | -1,394.8% | -41.7% |
| All | +43.3% | +1,394.1% | -1,350.8% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling