-68.3%
U vs CRS
+1,446.1%
-1,514.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.4% | -0.5% | +4.9% | +4.5% |
| 30D | -1.3% | -18.1% | +16.8% | +6.9% |
| 3M | +49.6% | -12.4% | +62.0% | +55.3% |
| 6M | +100.2% | +15.9% | +84.3% | +79.9% |
| YTD | -3.7% | +45.8% | -49.5% | -24.2% |
| 1Y | -6.5% | +87.8% | -94.3% | -36.5% |
| 3Y | +12.9% | +648.7% | -635.8% | -65.3% |
| 5Y | -68.3% | +1,416.6% | -1,484.9% | -93.4% |
| All | -68.3% | +1,446.1% | -1,514.4% | -93.4% |
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