+2.1%
AAL vs CRS
+102.1%
-100.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.4% | +0.6% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | -20.8% | -16.6% | -4.2% | -15.6% |
| 3M | -1.3% | -3.5% | +2.2% | -1.1% |
| 6M | +5.4% | +15.4% | -10.1% | -1.7% |
| YTD | -14.4% | +51.2% | -65.5% | -26.2% |
| 1Y | +2.1% | +98.3% | -96.2% | -17.8% |
| All | +2.1% | +102.1% | -100.0% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling