+103.5%
V vs CRS
+837.7%
-734.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.5% |
| 7D | +0.6% | +0.2% | +0.4% | +0.5% |
| 30D | +9.7% | -22.9% | +32.6% | +12.6% |
| 3M | +17.3% | -46.8% | +64.1% | +25.8% |
| 6M | +33.2% | -30.4% | +63.6% | +37.1% |
| YTD | +21.3% | -5.4% | +26.7% | +18.1% |
| 1Y | +27.3% | -9.0% | +36.3% | +24.6% |
| 3Y | +76.1% | +352.2% | -276.1% | +25.7% |
| 5Y | +103.5% | +852.2% | -748.8% | +21.7% |
| All | +103.5% | +837.7% | -734.3% | +21.7% |
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