-5.9%
ABT vs CRS
-3.8%
-2.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.6% | +7.1% | +5.6% |
| 7D | +12.5% | +4.3% | +8.2% | +12.5% |
| 30D | +16.1% | -25.5% | +41.6% | +16.3% |
| 3M | +10.2% | -48.7% | +58.9% | +11.6% |
| 6M | +33.7% | -31.6% | +65.3% | +29.9% |
| YTD | -5.5% | -7.0% | +1.5% | -11.4% |
| 1Y | -5.9% | -4.5% | -1.4% | -12.5% |
| All | -5.9% | -3.8% | -2.1% | -12.5% |
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 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