+48.7%
LVS vs CRS
+2,179.2%
-2,130.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.7% | -0.5% | -2.2% | -2.5% |
| 30D | -4.7% | -18.1% | +13.4% | +3.8% |
| 3M | -15.6% | -12.4% | -3.1% | -12.2% |
| 6M | -18.6% | +15.9% | -34.6% | -26.6% |
| YTD | -32.3% | +45.8% | -78.1% | -45.5% |
| 1Y | -18.0% | +87.8% | -105.8% | -42.0% |
| 3Y | -5.8% | +648.7% | -654.6% | -68.7% |
| 5Y | +5.7% | +1,416.6% | -1,410.9% | -77.0% |
| 10Y | 0.0% | +1,412.7% | -1,412.7% | -83.4% |
| All | +48.7% | +2,179.2% | -2,130.5% | -84.9% |
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