+74.0%
ALB vs CRS
+1,392.1%
-1,318.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.0% |
| 7D | -6.6% | -6.8% | +0.1% | -4.2% |
| 30D | -8.1% | -16.1% | +8.0% | -2.2% |
| 3M | -25.7% | -21.2% | -4.5% | -19.6% |
| 6M | -29.5% | +8.7% | -38.1% | -33.0% |
| YTD | -16.2% | +41.0% | -57.2% | -28.4% |
| 1Y | +59.2% | +82.7% | -23.4% | +22.3% |
| 3Y | -33.7% | +604.8% | -638.5% | -71.2% |
| 5Y | -48.1% | +1,384.7% | -1,432.8% | -83.8% |
| All | +74.0% | +1,392.1% | -1,318.0% | -49.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling