+90.1%
RF vs CRS
+1,417.0%
-1,326.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -0.5% |
| 7D | +1.3% | -0.2% | +1.5% | +1.4% |
| 30D | -3.6% | -16.6% | +13.0% | +1.4% |
| 3M | +8.1% | -3.5% | +11.6% | +8.1% |
| 6M | +11.5% | +15.4% | -4.0% | +5.0% |
| YTD | +15.6% | +51.2% | -35.6% | -0.3% |
| 1Y | +15.7% | +98.3% | -82.6% | -9.7% |
| 3Y | +86.9% | +651.5% | -564.7% | -10.6% |
| All | +90.1% | +1,417.0% | -1,326.9% | -32.3% |
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