+56.9%
ON vs CRS
+1,446.1%
-1,389.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.9% | -0.5% | -1.3% | -1.6% |
| 30D | -11.0% | -18.1% | +7.1% | -3.2% |
| 3M | -39.3% | -12.4% | -26.9% | -35.8% |
| 6M | +19.8% | +15.9% | +3.9% | +12.3% |
| YTD | +31.1% | +45.8% | -14.7% | +10.8% |
| 1Y | +46.0% | +87.8% | -41.8% | +8.6% |
| 3Y | -27.5% | +648.7% | -676.2% | -71.4% |
| 5Y | +56.9% | +1,416.6% | -1,359.7% | -56.9% |
| All | +56.9% | +1,446.1% | -1,389.2% | -56.9% |
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