-26.4%
ALB vs CRS
+653.3%
-679.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.5% | +6.1% | +3.8% |
| 7D | -4.4% | -3.1% | -1.3% | -3.6% |
| 30D | -1.2% | -19.6% | +18.4% | +6.0% |
| 3M | -13.3% | -8.1% | -5.2% | -11.7% |
| 6M | -19.8% | +18.6% | -38.3% | -26.0% |
| YTD | -7.9% | +45.9% | -53.8% | -21.4% |
| 1Y | +60.2% | +82.5% | -22.3% | +25.6% |
| 3Y | -26.4% | +648.9% | -675.3% | -68.0% |
| All | -26.4% | +653.3% | -679.7% | -68.0% |
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