+6,354.3%
SO vs CRS
+6,203.6%
+150.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.4% |
| 7D | +1.4% | +4.8% | -3.4% | +0.9% |
| 30D | +4.7% | -23.2% | +27.9% | +6.6% |
| 3M | +1.7% | -45.5% | +47.2% | +6.6% |
| 6M | +2.2% | -33.1% | +35.3% | +4.9% |
| YTD | +10.0% | -7.2% | +17.2% | +9.3% |
| 1Y | +6.0% | -10.0% | +16.1% | +5.6% |
| 3Y | +54.1% | +332.3% | -278.2% | +29.8% |
| 5Y | +79.6% | +801.9% | -722.2% | +38.5% |
| 10Y | +195.5% | +820.9% | -625.4% | +114.0% |
| All | +6,354.3% | +6,203.6% | +150.7% | +3,681.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling