+37,071.1%
ADI vs CRS
+10,171.0%
+26,900.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.1% |
| 7D | +0.4% | -0.2% | +0.7% | +0.5% |
| 30D | -3.8% | -16.6% | +12.8% | +1.7% |
| 3M | -15.3% | -3.5% | -11.8% | -14.6% |
| 6M | +6.7% | +15.4% | -8.7% | +1.3% |
| YTD | +34.8% | +51.2% | -16.4% | +16.7% |
| 1Y | +49.0% | +98.3% | -49.3% | +17.0% |
| 3Y | +108.1% | +651.5% | -543.5% | +4.2% |
| 5Y | +142.4% | +1,411.1% | -1,268.7% | -7.1% |
| 10Y | +589.9% | +1,424.3% | -834.4% | +127.2% |
| All | +37,071.1% | +10,171.0% | +26,900.1% | +4,239.2% |
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