+153.1%
SO vs CRS
+1,392.1%
-1,239.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.6% |
| 7D | -1.1% | -6.8% | +5.7% | -0.5% |
| 30D | -5.0% | -16.1% | +11.1% | -3.6% |
| 3M | -5.8% | -21.2% | +15.4% | -4.1% |
| 6M | -7.9% | +8.7% | -16.6% | -9.2% |
| YTD | +2.4% | +41.0% | -38.5% | -1.5% |
| 1Y | -2.3% | +82.7% | -84.9% | -8.5% |
| 3Y | +41.9% | +604.8% | -562.9% | +11.9% |
| 5Y | +58.1% | +1,384.7% | -1,326.6% | +11.6% |
| All | +153.1% | +1,392.1% | -1,239.0% | +60.2% |
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