+18.3%
O vs CRS
+1,391.9%
-1,373.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.3% | -0.5% | -1.7% | -2.2% |
| 30D | -2.4% | -18.1% | +15.6% | -1.0% |
| 3M | -0.6% | -12.4% | +11.8% | +0.1% |
| 6M | -5.0% | +15.9% | -20.9% | -6.9% |
| YTD | +10.4% | +45.8% | -35.4% | +5.8% |
| 1Y | +6.6% | +87.8% | -81.2% | -0.6% |
| 3Y | +28.4% | +648.7% | -620.3% | -2.2% |
| All | +18.3% | +1,391.9% | -1,373.7% | -20.3% |
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