+638.0%
XYZ vs CRS
+967.2%
-329.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.7% | -6.1% | +0.1% |
| 7D | +14.9% | +4.9% | +9.9% | +12.7% |
| 30D | +14.7% | -20.8% | +35.5% | +22.9% |
| 3M | +12.1% | -46.4% | +58.5% | +38.7% |
| 6M | +18.3% | -28.6% | +46.9% | +29.8% |
| YTD | +36.1% | -2.8% | +38.9% | +29.9% |
| 1Y | +35.3% | -6.7% | +42.0% | +31.0% |
| 3Y | +73.5% | +368.0% | -294.5% | -17.9% |
| 5Y | -61.6% | +852.9% | -914.5% | -86.6% |
| 10Y | +638.0% | +905.1% | -267.1% | +124.7% |
| All | +638.0% | +967.2% | -329.2% | +124.7% |
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