+12.4%
AA vs CRS
+1,446.1%
-1,433.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.1% |
| 3M | -29.8% | -12.4% | -17.4% | -26.1% |
| 6M | -16.6% | +15.9% | -32.6% | -24.9% |
| YTD | -4.0% | +45.8% | -49.9% | -24.1% |
| 1Y | +63.5% | +87.8% | -24.2% | +11.9% |
| 3Y | +86.8% | +648.7% | -562.0% | -45.5% |
| 5Y | +12.4% | +1,416.6% | -1,404.3% | -78.4% |
| All | +12.4% | +1,446.1% | -1,433.7% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling