-74.2%
OPEN vs CRS
+1,858.0%
-1,932.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | +0.1% |
| 7D | -11.4% | -6.8% | -4.7% | -8.7% |
| 30D | -20.1% | -16.1% | -3.9% | -13.9% |
| 3M | -37.6% | -21.2% | -16.4% | -31.2% |
| 6M | -47.1% | +8.7% | -55.7% | -49.7% |
| YTD | -52.1% | +41.0% | -93.1% | -59.7% |
| 1Y | -73.5% | +82.7% | -156.1% | -80.2% |
| 3Y | -24.4% | +604.8% | -629.2% | -70.2% |
| 5Y | -85.1% | +1,384.7% | -1,469.8% | -95.4% |
| All | -74.2% | +1,858.0% | -1,932.2% | -90.8% |
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