-14.4%
SMR vs CRS
+1,098.7%
-1,113.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -1.1% | -14.5% | -15.0% |
| 7D | -11.2% | -6.8% | -4.5% | -7.9% |
| 30D | -10.2% | -16.1% | +5.9% | -1.3% |
| 3M | -10.0% | -21.2% | +11.1% | +2.3% |
| 6M | -30.5% | +8.7% | -39.1% | -34.2% |
| YTD | -39.2% | +41.0% | -80.2% | -50.4% |
| 1Y | -75.5% | +82.7% | -158.2% | -83.0% |
| 3Y | +45.4% | +604.8% | -559.3% | -39.4% |
| All | -14.4% | +1,098.7% | -1,113.1% | -69.9% |
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