+5,976.4%
SO vs CRS
+10,171.0%
-4,194.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.9% |
| 7D | -0.2% | -0.2% | +0.1% | -0.1% |
| 30D | -4.6% | -16.6% | +12.1% | -3.1% |
| 3M | -3.0% | -3.5% | +0.4% | -3.0% |
| 6M | -8.3% | +15.4% | -23.7% | -9.9% |
| YTD | +3.5% | +51.2% | -47.7% | -0.9% |
| 1Y | -0.9% | +98.3% | -99.2% | -7.8% |
| 3Y | +45.4% | +651.5% | -606.2% | +17.1% |
| 5Y | +59.6% | +1,411.1% | -1,351.5% | +18.1% |
| 10Y | +156.6% | +1,424.3% | -1,267.7% | +78.3% |
| All | +5,976.4% | +10,171.0% | -4,194.6% | +3,330.5% |
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