+163.6%
W vs CRS
+1,217.3%
-1,053.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.8% |
| 7D | -4.2% | -0.2% | -3.9% | -4.1% |
| 30D | -7.6% | -16.6% | +9.1% | -0.3% |
| 3M | +37.2% | -3.5% | +40.6% | +38.7% |
| 6M | +26.3% | +15.4% | +10.9% | +17.5% |
| YTD | -1.0% | +51.2% | -52.2% | -18.7% |
| 1Y | +20.1% | +98.3% | -78.2% | -14.1% |
| 3Y | +37.8% | +651.5% | -613.8% | -45.5% |
| 5Y | -63.7% | +1,411.1% | -1,474.8% | -89.0% |
| 10Y | +156.3% | +1,424.3% | -1,268.0% | -32.5% |
| All | +163.6% | +1,217.3% | -1,053.7% | -35.3% |
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 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