+447.8%
SN vs CRS
+404.1%
+43.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.7% | +5.5% | +3.7% |
| 7D | +1.5% | +4.8% | -3.2% | -0.1% |
| 30D | +21.5% | -23.2% | +44.7% | +30.6% |
| 3M | +20.0% | -45.5% | +65.6% | +45.0% |
| 6M | +119.9% | -33.1% | +153.0% | +143.4% |
| YTD | +102.3% | -7.2% | +109.5% | +97.7% |
| 1Y | +148.0% | -10.0% | +158.0% | +144.5% |
| 3Y | +450.0% | +332.3% | +117.7% | +228.0% |
| All | +447.8% | +404.1% | +43.7% | +195.8% |
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