+449.1%
SN vs CRS
+427.0%
+22.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.6% |
| 7D | +3.5% | +4.4% | -0.9% | +1.9% |
| 30D | +19.4% | -19.1% | +38.6% | +26.3% |
| 3M | +20.9% | -43.2% | +64.1% | +44.2% |
| 6M | +111.1% | -28.9% | +140.0% | +128.8% |
| YTD | +102.8% | -3.0% | +105.8% | +95.4% |
| 1Y | +146.2% | -5.3% | +151.5% | +138.8% |
| 3Y | +441.4% | +363.5% | +77.9% | +215.5% |
| All | +449.1% | +427.0% | +22.1% | +192.4% |
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