-55.9%
W vs CRS
+800.5%
-856.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +1.8% |
| 7D | +0.2% | +4.8% | -4.6% | -2.5% |
| 30D | +6.8% | -23.2% | +30.0% | +20.6% |
| 3M | +10.7% | -45.5% | +56.2% | +50.7% |
| 6M | +86.3% | -33.1% | +119.5% | +125.1% |
| YTD | +11.5% | -7.2% | +18.7% | +7.9% |
| 1Y | +5.1% | -10.0% | +15.1% | +3.3% |
| 3Y | +171.0% | +332.3% | -161.3% | -14.2% |
| All | -55.9% | +800.5% | -856.4% | -92.3% |
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