+155.2%
W vs CRS
+1,392.1%
-1,236.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.3% | +1.7% |
| 7D | -0.9% | -6.8% | +5.9% | +2.4% |
| 30D | -4.2% | -16.1% | +11.9% | +3.6% |
| 3M | +26.9% | -21.2% | +48.1% | +40.7% |
| 6M | +31.2% | +8.7% | +22.6% | +24.5% |
| YTD | -1.8% | +41.0% | -42.8% | -18.5% |
| 1Y | +9.3% | +82.7% | -73.3% | -21.6% |
| 3Y | +33.2% | +604.8% | -571.6% | -51.2% |
| 5Y | -62.4% | +1,384.7% | -1,447.1% | -90.1% |
| All | +155.2% | +1,392.1% | -1,236.8% | -42.7% |
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 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