+46.4%
RF vs CRS
+800.5%
-754.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.9% |
| 7D | +1.9% | +4.8% | -2.8% | +0.6% |
| 30D | +7.3% | -23.2% | +30.5% | +13.8% |
| 3M | -7.9% | -45.5% | +37.6% | +7.4% |
| 6M | +10.5% | -33.1% | +43.6% | +20.2% |
| YTD | +9.6% | -7.2% | +16.9% | +6.8% |
| 1Y | +20.3% | -10.0% | +30.3% | +18.1% |
| 3Y | +119.5% | +332.3% | -212.8% | +22.1% |
| All | +46.4% | +800.5% | -754.1% | -38.3% |
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