+1,568.0%
LITE vs CRS
+814.8%
+753.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -2.9% |
| 7D | +22.6% | +7.4% | +15.1% | +19.2% |
| 30D | -36.8% | -21.2% | -15.6% | -30.3% |
| 3M | -33.0% | -43.3% | +10.3% | -15.3% |
| 6M | -37.1% | -29.4% | -7.7% | -26.9% |
| YTD | +69.5% | -4.7% | +74.1% | +74.8% |
| 1Y | +146.1% | -9.6% | +155.7% | +160.3% |
| 3Y | +1,440.8% | +355.5% | +1,085.4% | +810.7% |
| 5Y | +580.4% | +826.6% | -246.1% | +196.2% |
| All | +1,568.0% | +814.8% | +753.1% | +522.3% |
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 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