+504.9%
P vs CRS
+1,019.3%
-514.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +9.7% | -3.4% | +2.8% |
| 7D | -9.6% | +4.9% | -14.6% | -10.9% |
| 30D | -33.4% | -20.8% | -12.6% | -28.1% |
| 3M | +14.2% | -46.4% | +60.6% | +41.1% |
| 6M | +31.6% | -28.6% | +60.1% | +46.7% |
| YTD | +53.5% | -2.8% | +56.3% | +51.6% |
| 1Y | +14.2% | -6.7% | +20.9% | +14.6% |
| 3Y | +190.5% | +368.0% | -177.5% | +61.4% |
| 5Y | +256.3% | +852.9% | -596.5% | +45.1% |
| 10Y | +707.9% | +905.1% | -197.3% | +187.2% |
| All | +504.9% | +1,019.3% | -514.3% | +103.5% |
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