+208.9%
W vs CRS
+814.8%
-605.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.8% | -1.8% |
| 7D | -1.7% | +7.4% | -9.1% | -4.9% |
| 30D | +3.2% | -21.2% | +24.4% | +13.3% |
| 3M | +8.3% | -43.3% | +51.6% | +37.8% |
| 6M | +84.3% | -29.4% | +113.7% | +111.5% |
| YTD | +11.0% | -4.7% | +15.7% | +8.1% |
| 1Y | -0.2% | -9.6% | +9.4% | -0.5% |
| 3Y | +157.9% | +355.5% | -197.5% | +12.3% |
| 5Y | -56.8% | +826.6% | -883.3% | -86.4% |
| All | +208.9% | +814.8% | -605.9% | -17.0% |
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