+291.1%
P vs CRS
+1,394.1%
-1,103.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.2% | +2.8% |
| 7D | +7.8% | -3.1% | +10.9% | +9.0% |
| 30D | +12.3% | -19.6% | +31.9% | +20.7% |
| 3M | +37.1% | -8.1% | +45.2% | +40.6% |
| 6M | +66.1% | +18.6% | +47.5% | +55.3% |
| YTD | +50.9% | +45.9% | +5.1% | +31.0% |
| 1Y | +27.2% | +82.5% | -55.3% | +1.7% |
| 3Y | +158.7% | +648.9% | -490.2% | +36.0% |
| 5Y | +291.1% | +1,438.1% | -1,147.0% | +58.1% |
| All | +291.1% | +1,394.1% | -1,103.0% | +58.1% |
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 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