-7.5%
MSCI vs CRS
+1,417.0%
-1,424.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | +0.6% | -16.6% | +17.2% | +3.2% |
| 3M | -7.1% | -3.5% | -3.6% | -7.5% |
| 6M | +0.8% | +15.4% | -14.6% | -3.3% |
| YTD | +1.0% | +51.2% | -50.2% | -8.5% |
| 1Y | +4.3% | +98.3% | -94.0% | -11.7% |
| 3Y | +9.9% | +651.5% | -641.6% | -35.2% |
| All | -7.5% | +1,417.0% | -1,424.5% | -55.5% |
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