+485.4%
P vs CRS
+1,641.4%
-1,156.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.8% |
| 7D | +6.5% | -0.2% | +6.8% | +6.6% |
| 30D | +18.8% | -16.6% | +35.5% | +26.4% |
| 3M | +26.7% | -3.5% | +30.2% | +28.0% |
| 6M | +62.2% | +15.4% | +46.7% | +52.5% |
| YTD | +48.5% | +51.2% | -2.7% | +26.4% |
| 1Y | +26.4% | +98.3% | -71.9% | -3.2% |
| 3Y | +159.4% | +651.5% | -492.1% | +22.2% |
| 5Y | +275.8% | +1,411.1% | -1,135.3% | +30.6% |
| 10Y | +732.0% | +1,424.3% | -692.3% | +154.5% |
| All | +485.4% | +1,641.4% | -1,156.1% | +69.6% |
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