+433.8%
MAR vs CRS
+1,392.1%
-958.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.1% |
| 7D | -0.5% | -6.8% | +6.2% | +1.8% |
| 30D | -5.4% | -16.1% | +10.7% | 0.0% |
| 3M | -15.5% | -21.2% | +5.7% | -9.6% |
| 6M | +3.0% | +8.7% | -5.7% | -1.9% |
| YTD | +8.5% | +41.0% | -32.4% | -6.3% |
| 1Y | +26.0% | +82.7% | -56.7% | -2.3% |
| 3Y | +68.6% | +604.8% | -536.2% | -24.8% |
| 5Y | +157.4% | +1,384.7% | -1,227.3% | -19.3% |
| All | +433.8% | +1,392.1% | -958.2% | +50.1% |
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