+222.7%
AA vs CRS
+6,491.0%
-6,268.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.1% | +1.3% |
| 7D | +1.1% | +4.4% | -3.2% | -1.2% |
| 30D | -1.3% | -19.1% | +17.9% | +8.9% |
| 3M | -23.9% | -43.2% | +19.3% | +1.4% |
| 6M | -36.8% | -28.9% | -7.9% | -26.6% |
| YTD | -22.2% | -3.0% | -19.2% | -26.0% |
| 1Y | +10.4% | -5.3% | +15.7% | +6.3% |
| 3Y | +72.0% | +363.5% | -291.5% | -37.2% |
| 5Y | -15.6% | +858.2% | -873.8% | -80.4% |
| 10Y | +47.8% | +862.9% | -815.1% | -67.5% |
| All | +222.7% | +6,491.0% | -6,268.3% | -70.3% |
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