+559.3%
ROKU vs CRS
+983.4%
-424.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.9% |
| 7D | -0.4% | -6.8% | +6.3% | +1.6% |
| 30D | +2.1% | -16.1% | +18.2% | +7.4% |
| 3M | +29.5% | -21.2% | +50.7% | +37.9% |
| 6M | +53.8% | +8.7% | +45.1% | +47.4% |
| YTD | +42.8% | +41.0% | +1.8% | +25.4% |
| 1Y | +60.7% | +82.7% | -21.9% | +28.3% |
| 3Y | +83.9% | +604.8% | -520.9% | -4.5% |
| 5Y | -52.8% | +1,384.7% | -1,437.5% | -80.0% |
| All | +559.3% | +983.4% | -424.1% | +238.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling