+2,739.7%
MSCI vs CRS
+501.0%
+2,238.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.7% | -8.9% | -1.8% |
| 7D | +1.5% | +4.9% | -3.5% | 0.0% |
| 30D | +14.4% | -20.8% | +35.2% | +20.3% |
| 3M | +15.2% | -46.4% | +61.6% | +34.6% |
| 6M | +11.2% | -28.6% | +39.8% | +18.3% |
| YTD | +13.9% | -2.8% | +16.8% | +8.7% |
| 1Y | +12.5% | -6.7% | +19.2% | +8.4% |
| 3Y | +32.3% | +368.0% | -335.7% | -26.9% |
| 5Y | +4.9% | +852.9% | -848.0% | -55.9% |
| 10Y | +779.7% | +905.1% | -125.4% | +193.9% |
| All | +2,739.7% | +501.0% | +2,238.8% | +818.9% |
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