+1,535.8%
MOD vs CRS
+1,394.6%
+141.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.4% |
| 7D | +9.6% | -0.2% | +9.8% | +9.7% |
| 30D | 0.0% | -16.6% | +16.7% | +10.3% |
| 3M | -35.4% | -3.5% | -31.9% | -34.0% |
| 6M | -7.3% | +15.4% | -22.7% | -13.4% |
| YTD | +45.8% | +51.2% | -5.4% | +16.7% |
| 1Y | +43.1% | +98.3% | -55.2% | -2.7% |
| 3Y | +297.7% | +651.5% | -353.9% | +30.1% |
| 5Y | +1,478.8% | +1,411.1% | +67.6% | +234.4% |
| All | +1,535.8% | +1,394.6% | +141.2% | +193.6% |
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