+293.4%
SN vs CRS
+674.5%
-381.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.7% | -3.2% |
| 7D | -7.2% | -4.1% | -3.1% | -5.9% |
| 30D | -13.4% | -16.6% | +3.2% | -7.8% |
| 3M | +26.8% | -14.3% | +41.1% | +32.2% |
| 6M | +44.6% | +11.6% | +33.0% | +36.4% |
| YTD | +45.3% | +42.6% | +2.7% | +24.9% |
| 1Y | +40.1% | +81.8% | -41.7% | +8.6% |
| 3Y | +375.3% | +632.1% | -256.8% | +133.2% |
| All | +293.4% | +674.5% | -381.1% | +87.0% |
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