+629.3%
ON vs CRS
+1,392.1%
-762.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.1% | +9.6% | +9.0% |
| 7D | +2.4% | -6.8% | +9.1% | +5.8% |
| 30D | -8.6% | -16.1% | +7.5% | -0.8% |
| 3M | -34.3% | -21.2% | -13.2% | -26.7% |
| 6M | +28.5% | +8.7% | +19.8% | +22.7% |
| YTD | +40.6% | +41.0% | -0.4% | +17.7% |
| 1Y | +55.3% | +82.7% | -27.3% | +12.3% |
| 3Y | -22.2% | +604.8% | -627.0% | -72.2% |
| 5Y | +62.4% | +1,384.7% | -1,322.3% | -62.5% |
| All | +629.3% | +1,392.1% | -762.7% | +50.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling