+53.1%
AIG vs CRS
+1,363.4%
-1,310.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | -1.2% | -6.8% | +5.6% | +0.2% |
| 30D | -1.1% | -16.1% | +15.1% | +2.3% |
| 3M | +0.7% | -21.2% | +21.8% | +5.0% |
| 6M | -2.2% | +8.7% | -10.9% | -5.3% |
| YTD | -10.8% | +41.0% | -51.8% | -18.9% |
| 1Y | -2.0% | +82.7% | -84.7% | -16.9% |
| 3Y | +34.8% | +604.8% | -569.9% | -25.3% |
| All | +53.1% | +1,363.4% | -1,310.3% | -35.2% |
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