+34.8%
AIG vs CRS
+612.2%
-577.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.5% |
| 7D | -1.2% | -6.8% | +5.6% | -0.4% |
| 30D | -1.1% | -16.1% | +15.1% | +0.8% |
| 3M | +0.7% | -21.2% | +21.8% | +3.0% |
| 6M | -2.2% | +8.7% | -10.9% | -4.0% |
| YTD | -10.8% | +41.0% | -51.8% | -15.5% |
| 1Y | -2.0% | +82.7% | -84.7% | -10.9% |
| 3Y | +34.8% | +604.8% | -569.9% | -0.9% |
| All | +34.8% | +612.2% | -577.4% | -0.9% |
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