+374.9%
V vs CRS
+1,409.1%
-1,034.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.4% |
| 7D | -3.0% | -4.1% | +1.1% | -2.3% |
| 30D | +1.2% | -16.6% | +17.8% | +4.7% |
| 3M | +13.9% | -14.3% | +28.2% | +16.5% |
| 6M | +17.2% | +11.6% | +5.7% | +12.7% |
| YTD | +5.3% | +42.6% | -37.2% | -4.4% |
| 1Y | +9.5% | +81.8% | -72.3% | -6.6% |
| 3Y | +51.9% | +632.1% | -580.1% | -9.7% |
| 5Y | +69.6% | +1,401.6% | -1,332.1% | -19.1% |
| All | +374.9% | +1,409.1% | -1,034.1% | +103.5% |
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