+604.5%
XYZ vs CRS
+1,345.8%
-741.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | -3.7% | -0.5% | -3.2% | -3.5% |
| 30D | +0.5% | -18.1% | +18.6% | +7.9% |
| 3M | +16.3% | -12.4% | +28.7% | +20.8% |
| 6M | +21.1% | +15.9% | +5.2% | +12.2% |
| YTD | +22.0% | +45.8% | -23.8% | +2.3% |
| 1Y | +5.2% | +87.8% | -82.6% | -21.4% |
| 3Y | +49.6% | +648.7% | -599.1% | -38.4% |
| 5Y | -68.4% | +1,416.6% | -1,485.1% | -90.3% |
| 10Y | +604.5% | +1,412.7% | -808.2% | +96.6% |
| All | +604.5% | +1,345.8% | -741.2% | +96.6% |
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