+67.7%
V vs CRS
+1,446.1%
-1,378.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.9% | -0.5% | -2.4% | -2.8% |
| 30D | +1.9% | -18.1% | +20.0% | +4.4% |
| 3M | +13.2% | -12.4% | +25.7% | +14.6% |
| 6M | +16.7% | +15.9% | +0.8% | +12.8% |
| YTD | +5.4% | +45.8% | -40.4% | -2.2% |
| 1Y | +7.7% | +87.8% | -80.1% | -4.9% |
| 3Y | +52.0% | +648.7% | -596.7% | +0.7% |
| 5Y | +67.7% | +1,416.6% | -1,348.9% | -9.3% |
| All | +67.7% | +1,446.1% | -1,378.3% | -9.3% |
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 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