+753.4%
MOD vs CRS
+772.4%
-18.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.8% |
| 7D | -25.5% | -1.7% | -23.9% | -24.7% |
| 30D | -49.0% | -28.8% | -20.2% | -39.3% |
| 3M | -49.8% | -50.0% | +0.2% | -27.8% |
| 6M | -64.8% | -39.2% | -25.6% | -54.1% |
| YTD | -27.6% | -11.4% | -16.2% | -22.5% |
| 1Y | -35.2% | -11.7% | -23.5% | -30.5% |
| 3Y | +137.1% | +319.6% | -182.5% | +14.5% |
| All | +753.4% | +772.4% | -18.9% | +200.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling