+64.2%
T vs CRS
+1,446.1%
-1,381.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.8% |
| 7D | -3.1% | -0.5% | -2.5% | -3.1% |
| 30D | +4.6% | -18.1% | +22.7% | +5.4% |
| 3M | +12.2% | -12.4% | +24.7% | +12.6% |
| 6M | -6.5% | +15.9% | -22.4% | -7.6% |
| YTD | +4.9% | +45.8% | -40.9% | +2.1% |
| 1Y | -10.5% | +87.8% | -98.2% | -14.6% |
| 3Y | +104.6% | +648.7% | -544.1% | +64.9% |
| 5Y | +64.2% | +1,416.6% | -1,352.4% | +14.9% |
| All | +64.2% | +1,446.1% | -1,381.9% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling