+6.0%
LOW vs CRS
+1,358.7%
-1,352.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.6% |
| 7D | -2.6% | -4.1% | +1.5% | -1.9% |
| 30D | -11.1% | -16.6% | +5.4% | -8.4% |
| 3M | -8.5% | -14.3% | +5.8% | -6.5% |
| 6M | -20.8% | +11.6% | -32.4% | -23.0% |
| YTD | -17.2% | +42.6% | -59.8% | -23.0% |
| 1Y | -24.7% | +81.8% | -106.6% | -33.5% |
| 3Y | -9.7% | +632.1% | -641.8% | -41.9% |
| 5Y | +6.0% | +1,401.6% | -1,395.6% | -42.8% |
| All | +6.0% | +1,358.7% | -1,352.7% | -42.8% |
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