+2,785.5%
MSCI vs CRS
+485.3%
+2,300.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +2.3% |
| 7D | +2.7% | +0.2% | +2.5% | +2.4% |
| 30D | +16.2% | -22.9% | +39.1% | +23.1% |
| 3M | +17.1% | -46.8% | +63.9% | +37.0% |
| 6M | +13.0% | -30.4% | +43.4% | +21.0% |
| YTD | +15.8% | -5.4% | +21.1% | +11.2% |
| 1Y | +15.5% | -9.0% | +24.5% | +12.0% |
| 3Y | +32.3% | +352.2% | -319.8% | -26.2% |
| 5Y | +8.2% | +852.2% | -844.1% | -54.5% |
| 10Y | +800.7% | +862.6% | -61.9% | +204.9% |
| All | +2,785.5% | +485.3% | +2,300.2% | +840.2% |
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 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