+113.1%
ADI vs CRS
+620.4%
-507.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.4% |
| 7D | +1.3% | -4.1% | +5.4% | +2.6% |
| 30D | -6.0% | -16.6% | +10.6% | -0.9% |
| 3M | -7.7% | -14.3% | +6.5% | -3.6% |
| 6M | +14.0% | +11.6% | +2.4% | +10.0% |
| YTD | +34.4% | +42.6% | -8.2% | +20.4% |
| 1Y | +48.0% | +81.8% | -33.9% | +21.6% |
| All | +113.1% | +620.4% | -507.3% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling