+1,819.7%
MOD vs CRS
+6,491.0%
-4,671.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +2.2% |
| 7D | +8.2% | +4.4% | +3.9% | +6.2% |
| 30D | -38.2% | -19.1% | -19.0% | -31.7% |
| 3M | -46.2% | -43.2% | -3.0% | -28.9% |
| 6M | -62.5% | -28.9% | -33.7% | -55.7% |
| YTD | -20.1% | -3.0% | -17.1% | -19.4% |
| 1Y | -29.7% | -5.3% | -24.4% | -28.2% |
| 3Y | +136.2% | +363.5% | -227.3% | +5.8% |
| 5Y | +820.4% | +858.2% | -37.8% | +172.8% |
| 10Y | +839.8% | +862.9% | -23.1% | +142.9% |
| All | +1,819.7% | +6,491.0% | -4,671.3% | +135.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling