+57.9%
SO vs CRS
+1,446.1%
-1,388.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | 0.0% | -0.5% | +0.6% | 0.0% |
| 30D | -2.5% | -18.1% | +15.6% | -1.7% |
| 3M | -4.2% | -12.4% | +8.3% | -3.8% |
| 6M | -7.7% | +15.9% | -23.6% | -8.7% |
| YTD | +3.8% | +45.8% | -42.0% | +1.5% |
| 1Y | +0.1% | +87.8% | -87.7% | -3.6% |
| 3Y | +44.2% | +648.7% | -604.5% | +20.8% |
| 5Y | +57.9% | +1,416.6% | -1,358.8% | +21.9% |
| All | +57.9% | +1,446.1% | -1,388.2% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling