+196.7%
W vs CRS
+708.4%
-511.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +1.5% |
| 7D | +0.2% | +4.8% | -4.6% | -1.9% |
| 30D | +6.8% | -23.2% | +30.0% | +17.5% |
| 3M | +10.7% | -45.5% | +56.2% | +40.2% |
| 6M | +86.3% | -33.1% | +119.5% | +116.3% |
| YTD | +11.5% | -7.2% | +18.7% | +10.4% |
| 1Y | +5.1% | -10.0% | +15.1% | +5.3% |
| 3Y | +171.0% | +332.3% | -161.3% | +33.4% |
| 5Y | -56.6% | +801.9% | -858.5% | -84.0% |
| 10Y | +213.4% | +820.9% | -607.5% | +0.2% |
| All | +196.7% | +708.4% | -511.7% | -12.1% |
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