+839.8%
MOD vs CRS
+882.2%
-42.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +2.1% |
| 7D | +8.2% | +4.4% | +3.9% | +6.0% |
| 30D | -38.2% | -19.1% | -19.0% | -31.2% |
| 3M | -46.2% | -43.2% | -3.0% | -27.2% |
| 6M | -62.5% | -28.9% | -33.7% | -55.0% |
| YTD | -20.1% | -3.0% | -17.1% | -19.3% |
| 1Y | -29.7% | -5.3% | -24.4% | -28.1% |
| 3Y | +136.2% | +363.5% | -227.3% | -1.0% |
| 5Y | +820.4% | +858.2% | -37.8% | +145.0% |
| 10Y | +839.8% | +862.9% | -23.1% | +111.4% |
| All | +839.8% | +882.2% | -42.4% | +111.4% |
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