+192.9%
SO vs CRS
+814.8%
-621.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.3% | -1.3% |
| 7D | -0.9% | +7.4% | -8.3% | -1.5% |
| 30D | +4.9% | -21.2% | +26.2% | +6.6% |
| 3M | +0.8% | -43.3% | +44.1% | +5.2% |
| 6M | +0.6% | -29.4% | +30.0% | +2.7% |
| YTD | +8.7% | -4.7% | +13.3% | +7.5% |
| 1Y | +4.0% | -9.6% | +13.6% | +3.3% |
| 3Y | +50.6% | +355.5% | -304.9% | +22.2% |
| 5Y | +77.5% | +826.6% | -749.1% | +29.1% |
| All | +192.9% | +814.8% | -621.9% | +91.0% |
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