+291.9%
AA vs CRS
+10,171.0%
-9,879.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -3.0% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | +5.0% | -16.6% | +21.6% | +15.6% |
| 3M | -35.8% | -3.5% | -32.4% | -35.5% |
| 6M | -18.4% | +15.4% | -33.8% | -26.9% |
| YTD | -5.5% | +51.2% | -56.7% | -27.9% |
| 1Y | +61.0% | +98.3% | -37.3% | +4.3% |
| 3Y | +66.2% | +651.5% | -585.3% | -52.6% |
| 5Y | +11.4% | +1,411.1% | -1,399.7% | -79.4% |
| 10Y | +116.9% | +1,424.3% | -1,307.5% | -62.6% |
| All | +291.9% | +10,171.0% | -9,879.1% | -71.0% |
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