-24.1%
AIG vs CRS
+9,476.5%
-9,500.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.8% |
| 7D | -1.2% | -6.8% | +5.6% | +1.4% |
| 30D | -1.1% | -16.1% | +15.1% | +5.4% |
| 3M | +0.7% | -21.2% | +21.8% | +8.8% |
| 6M | -2.2% | +8.7% | -10.9% | -7.7% |
| YTD | -10.8% | +41.0% | -51.8% | -24.6% |
| 1Y | -2.0% | +82.7% | -84.7% | -26.5% |
| 3Y | +34.8% | +604.8% | -569.9% | -45.4% |
| 5Y | +55.0% | +1,384.7% | -1,329.7% | -56.5% |
| 10Y | +65.1% | +1,362.3% | -1,297.3% | -59.3% |
| All | -24.1% | +9,476.5% | -9,500.6% | -90.3% |
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