+88.6%
AG vs CRS
+79.6%
+9.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.5% |
| 7D | -6.7% | -6.8% | 0.0% | -4.5% |
| 30D | +2.2% | -16.1% | +18.3% | +8.1% |
| 3M | +15.7% | -21.2% | +36.9% | +24.9% |
| 6M | -23.8% | +8.7% | -32.5% | -26.5% |
| YTD | +17.6% | +41.0% | -23.3% | +9.5% |
| 1Y | +88.6% | +82.7% | +6.0% | +71.4% |
| All | +88.6% | +79.6% | +9.1% | +71.4% |
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