-68.6%
AAL vs CRS
+790.4%
-859.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | +0.2% |
| 7D | -0.1% | +4.8% | -4.8% | -2.3% |
| 30D | +11.7% | -23.2% | +34.9% | +24.3% |
| 3M | -12.5% | -45.5% | +33.0% | +15.0% |
| 6M | +3.6% | -33.1% | +36.7% | +21.8% |
| YTD | -14.1% | -7.2% | -6.9% | -15.8% |
| 1Y | +0.8% | -10.0% | +10.8% | -0.2% |
| 3Y | +11.8% | +332.3% | -320.5% | -55.5% |
| 5Y | -35.1% | +801.9% | -837.0% | -84.3% |
| All | -68.6% | +790.4% | -859.0% | -93.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling