+562.3%
SE vs CRS
+925.2%
-362.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.3% |
| 7D | -4.8% | -4.1% | -0.7% | -3.6% |
| 30D | -18.1% | -16.6% | -1.5% | -13.7% |
| 3M | +30.6% | -14.3% | +44.9% | +35.4% |
| 6M | +20.8% | +11.6% | +9.2% | +14.9% |
| YTD | -15.6% | +42.6% | -58.2% | -26.0% |
| 1Y | -44.2% | +81.8% | -126.0% | -55.2% |
| 3Y | +181.5% | +632.1% | -450.5% | +41.9% |
| 5Y | -66.9% | +1,401.6% | -1,468.6% | -86.7% |
| All | +562.3% | +925.2% | -362.9% | +181.8% |
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