+469.1%
P vs CRS
+920.2%
-451.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | -23.8% | -1.7% | -22.1% | -23.2% |
| 30D | -36.6% | -28.8% | -7.8% | -28.9% |
| 3M | +10.9% | -50.0% | +60.9% | +40.4% |
| 6M | +30.0% | -39.2% | +69.2% | +53.3% |
| YTD | +44.4% | -11.4% | +55.8% | +47.4% |
| 1Y | +3.9% | -11.7% | +15.6% | +6.3% |
| 3Y | +176.6% | +319.6% | -143.1% | +59.7% |
| 5Y | +249.3% | +794.8% | -545.5% | +45.4% |
| 10Y | +726.9% | +926.9% | -200.0% | +196.0% |
| All | +469.1% | +920.2% | -451.0% | +97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling