+605.8%
MSCI vs CRS
+1,306.2%
-700.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.5% | -0.2% | -3.1% |
| 7D | -2.1% | -3.1% | +1.0% | -1.5% |
| 30D | -1.7% | -19.6% | +17.9% | +2.2% |
| 3M | -8.2% | -8.1% | -0.1% | -7.7% |
| 6M | -2.4% | +18.6% | -21.0% | -7.4% |
| YTD | -2.8% | +45.9% | -48.7% | -12.2% |
| 1Y | -2.7% | +82.5% | -85.1% | -17.0% |
| 3Y | +7.3% | +648.9% | -641.6% | -35.8% |
| 5Y | -11.4% | +1,438.1% | -1,449.6% | -56.3% |
| 10Y | +605.8% | +1,327.0% | -721.2% | +209.2% |
| All | +605.8% | +1,306.2% | -700.3% | +209.2% |
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