+67.3%
AG vs CRS
+1,358.7%
-1,291.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.6% | -4.2% |
| 7D | -5.8% | -4.1% | -1.7% | -4.5% |
| 30D | +6.4% | -16.6% | +22.9% | +12.3% |
| 3M | +28.4% | -14.3% | +42.6% | +34.2% |
| 6M | -24.5% | +11.6% | -36.0% | -27.4% |
| YTD | +21.2% | +42.6% | -21.4% | +8.0% |
| 1Y | +114.1% | +81.8% | +32.3% | +75.5% |
| 3Y | +268.0% | +632.1% | -364.0% | +78.9% |
| 5Y | +67.3% | +1,401.6% | -1,334.3% | -39.6% |
| All | +67.3% | +1,358.7% | -1,291.4% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling