+6,371.5%
SO vs CRS
+6,491.0%
-119.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | 0.0% |
| 7D | +0.8% | +4.4% | -3.6% | +0.4% |
| 30D | +7.8% | -19.1% | +27.0% | +9.3% |
| 3M | +2.9% | -43.2% | +46.2% | +7.5% |
| 6M | +2.5% | -28.9% | +31.3% | +4.7% |
| YTD | +10.3% | -3.0% | +13.2% | +9.2% |
| 1Y | +6.4% | -5.3% | +11.7% | +5.5% |
| 3Y | +52.8% | +363.5% | -310.7% | +27.9% |
| 5Y | +78.7% | +858.2% | -779.5% | +37.0% |
| 10Y | +196.3% | +862.9% | -666.6% | +113.8% |
| All | +6,371.5% | +6,491.0% | -119.4% | +3,677.8% |
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