+2,926.4%
V vs CRS
+959.4%
+1,967.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.4% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | +2.0% | -16.6% | +18.6% | +6.3% |
| 3M | +17.4% | -3.5% | +20.8% | +17.2% |
| 6M | +17.5% | +15.4% | +2.1% | +11.1% |
| YTD | +7.6% | +51.2% | -43.6% | -5.6% |
| 1Y | +7.7% | +98.3% | -90.6% | -12.9% |
| 3Y | +54.7% | +651.5% | -596.9% | -16.5% |
| 5Y | +73.0% | +1,411.1% | -1,338.1% | -26.7% |
| 10Y | +390.9% | +1,424.3% | -1,033.5% | +76.2% |
| All | +2,926.4% | +959.4% | +1,967.0% | +734.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling