+439.9%
AG vs CRS
+1,156.4%
-716.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | +0.2% |
| 7D | +4.5% | -3.1% | +7.5% | +5.6% |
| 30D | +12.9% | -19.6% | +32.5% | +21.8% |
| 3M | +20.9% | -8.1% | +29.0% | +23.9% |
| 6M | -19.5% | +18.6% | -38.1% | -25.0% |
| YTD | +24.8% | +45.9% | -21.1% | +7.3% |
| 1Y | +120.2% | +82.5% | +37.8% | +71.8% |
| 3Y | +279.0% | +648.9% | -369.9% | +63.4% |
| 5Y | +67.9% | +1,438.1% | -1,370.2% | -47.9% |
| 10Y | +57.5% | +1,327.0% | -1,269.5% | -61.8% |
| All | +439.9% | +1,156.4% | -716.5% | +9.4% |
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 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