+96.4%
AGG vs CRS
+6,077.0%
-5,980.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.6% | -0.7% |
| 7D | -0.9% | -4.1% | +3.2% | -0.9% |
| 30D | -1.0% | -16.6% | +15.6% | -1.0% |
| 3M | -1.3% | -14.3% | +13.0% | -1.3% |
| 6M | -2.1% | +11.6% | -13.7% | -2.0% |
| YTD | -1.2% | +42.6% | -43.8% | -1.1% |
| 1Y | -0.5% | +81.8% | -82.3% | -0.3% |
| 3Y | +12.4% | +632.1% | -619.6% | +13.1% |
| 5Y | -2.4% | +1,401.6% | -1,404.1% | -1.5% |
| 10Y | +14.3% | +1,379.0% | -1,364.7% | +15.6% |
| All | +96.4% | +6,077.0% | -5,980.6% | +104.5% |
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