+62,704.1%
SU vs CRS
+9,585.9%
+53,118.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.6% |
| 7D | +1.7% | -4.1% | +5.8% | +2.9% |
| 30D | +9.6% | -16.6% | +26.2% | +15.6% |
| 3M | +11.7% | -14.3% | +26.0% | +15.7% |
| 6M | +21.9% | +11.6% | +10.3% | +14.4% |
| YTD | +58.6% | +42.6% | +16.1% | +36.8% |
| 1Y | +66.5% | +81.8% | -15.3% | +30.9% |
| 3Y | +121.4% | +632.1% | -510.6% | +3.7% |
| 5Y | +355.7% | +1,401.6% | -1,045.9% | +61.0% |
| 10Y | +264.2% | +1,379.0% | -1,114.8% | +19.1% |
| All | +62,704.1% | +9,585.9% | +53,118.2% | +36,011.3% |
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