+5,221.5%
O vs CRS
+3,907.8%
+1,313.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +1.9% | -0.2% |
| 7D | -0.4% | +4.8% | -5.1% | -1.5% |
| 30D | +7.1% | -23.2% | +30.3% | +12.2% |
| 3M | -5.2% | -45.5% | +40.3% | +6.6% |
| 6M | -1.8% | -33.1% | +31.3% | +4.9% |
| YTD | +9.1% | -7.2% | +16.3% | +7.2% |
| 1Y | +9.7% | -10.0% | +19.7% | +8.3% |
| 3Y | +39.1% | +332.3% | -293.2% | -9.6% |
| 5Y | +8.4% | +801.9% | -793.5% | -43.7% |
| 10Y | +80.2% | +820.9% | -740.8% | -18.3% |
| All | +5,221.5% | +3,907.8% | +1,313.7% | +1,402.4% |
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