+634.6%
P vs CRS
+790.4%
-155.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.7% | -0.9% |
| 7D | +11.6% | +4.8% | +6.9% | +9.7% |
| 30D | -23.7% | -23.2% | -0.5% | -16.4% |
| 3M | -8.0% | -45.5% | +37.5% | +14.2% |
| 6M | +27.9% | -33.1% | +61.0% | +46.6% |
| YTD | +61.2% | -7.2% | +68.4% | +61.7% |
| 1Y | +28.6% | -10.0% | +38.6% | +30.6% |
| 3Y | +200.5% | +332.3% | -131.8% | +67.1% |
| 5Y | +282.9% | +801.9% | -518.9% | +51.7% |
| All | +634.6% | +790.4% | -155.8% | +167.1% |
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