+34,839.7%
LOW vs CRS
+9,808.7%
+25,031.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -0.9% |
| 7D | +0.4% | -3.1% | +3.4% | +1.1% |
| 30D | -10.1% | -19.6% | +9.5% | -5.4% |
| 3M | -2.9% | -8.1% | +5.2% | -1.5% |
| 6M | -19.4% | +18.6% | -38.0% | -23.5% |
| YTD | -15.4% | +45.9% | -61.3% | -24.1% |
| 1Y | -24.9% | +82.5% | -107.4% | -37.0% |
| 3Y | -7.8% | +648.9% | -656.7% | -48.1% |
| 5Y | +8.4% | +1,438.1% | -1,429.7% | -51.4% |
| 10Y | +226.8% | +1,327.0% | -1,100.2% | +31.4% |
| All | +34,839.7% | +9,808.7% | +25,031.1% | +6,712.8% |
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 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