+5,387.7%
O vs CRS
+6,430.2%
-1,042.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.2% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -1.9% | -16.6% | +14.7% | +1.9% |
| 3M | +3.8% | -3.5% | +7.3% | +3.8% |
| 6M | -4.7% | +15.4% | -20.2% | -9.1% |
| YTD | +12.5% | +51.2% | -38.7% | +0.7% |
| 1Y | +10.8% | +98.3% | -87.5% | -7.7% |
| 3Y | +28.8% | +651.5% | -622.8% | -25.2% |
| 5Y | +13.2% | +1,411.1% | -1,397.9% | -47.0% |
| 10Y | +53.5% | +1,424.3% | -1,370.9% | -37.3% |
| All | +5,387.7% | +6,430.2% | -1,042.4% | +1,311.0% |
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