+265.2%
SU vs CRS
+1,392.1%
-1,126.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.3% |
| 7D | +2.2% | -6.8% | +9.0% | +4.7% |
| 30D | +8.4% | -16.1% | +24.6% | +15.1% |
| 3M | +12.1% | -21.2% | +33.3% | +20.3% |
| 6M | +19.7% | +8.7% | +11.0% | +11.9% |
| YTD | +58.4% | +41.0% | +17.4% | +33.0% |
| 1Y | +67.2% | +82.7% | -15.4% | +24.5% |
| 3Y | +125.0% | +604.8% | -479.7% | -13.0% |
| 5Y | +355.1% | +1,384.7% | -1,029.6% | +16.3% |
| All | +265.2% | +1,392.1% | -1,126.9% | -16.9% |
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 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