+83.0%
AA vs CRS
+636.8%
-553.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -1.9% |
| 7D | -0.6% | -0.5% | -0.1% | -0.5% |
| 30D | -1.6% | -18.1% | +16.5% | +6.3% |
| 3M | -29.8% | -12.4% | -17.4% | -26.7% |
| 6M | -16.6% | +15.9% | -32.6% | -23.4% |
| YTD | -4.0% | +45.8% | -49.9% | -20.8% |
| 1Y | +63.5% | +87.8% | -24.2% | +19.9% |
| All | +83.0% | +636.8% | -553.8% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling