-3.3%
LVS vs CRS
+1,392.1%
-1,395.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.9% |
| 7D | -3.5% | -6.8% | +3.3% | -1.2% |
| 30D | -6.2% | -16.1% | +9.9% | -0.9% |
| 3M | -14.8% | -21.2% | +6.3% | -9.0% |
| 6M | -20.9% | +8.7% | -29.5% | -25.1% |
| YTD | -33.0% | +41.0% | -74.0% | -42.4% |
| 1Y | -20.0% | +82.7% | -102.7% | -37.5% |
| 3Y | -6.9% | +604.8% | -611.7% | -58.2% |
| 5Y | +9.1% | +1,384.7% | -1,375.6% | -64.8% |
| All | -3.3% | +1,392.1% | -1,395.4% | -70.8% |
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 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