+264.1%
AG vs CRS
+620.4%
-356.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.6% | -4.2% |
| 7D | -5.8% | -4.1% | -1.7% | -4.7% |
| 30D | +6.4% | -16.6% | +22.9% | +11.6% |
| 3M | +28.4% | -14.3% | +42.6% | +33.6% |
| 6M | -24.5% | +11.6% | -36.0% | -26.9% |
| YTD | +21.2% | +42.6% | -21.4% | +10.8% |
| 1Y | +114.1% | +81.8% | +32.3% | +83.8% |
| All | +264.1% | +620.4% | -356.3% | +125.3% |
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