+886.3%
MOD vs CRS
+849.0%
+37.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.3% | -1.5% |
| 7D | -17.8% | +0.2% | -18.1% | -17.6% |
| 30D | -43.2% | -22.9% | -20.3% | -35.1% |
| 3M | -46.0% | -46.8% | +0.8% | -24.4% |
| 6M | -62.2% | -30.4% | -31.8% | -54.1% |
| YTD | -22.8% | -5.4% | -17.4% | -21.0% |
| 1Y | -35.5% | -9.0% | -26.5% | -32.6% |
| 3Y | +128.2% | +352.2% | -223.9% | -3.2% |
| 5Y | +791.6% | +852.2% | -60.6% | +137.5% |
| 10Y | +886.3% | +862.6% | +23.7% | +122.5% |
| All | +886.3% | +849.0% | +37.3% | +122.5% |
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