-46.3%
ALB vs CRS
+1,358.7%
-1,405.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.2% |
| 7D | -7.6% | -4.1% | -3.5% | -6.3% |
| 30D | -5.6% | -16.6% | +11.0% | +0.6% |
| 3M | -16.8% | -14.3% | -2.6% | -12.9% |
| 6M | -26.3% | +11.6% | -37.9% | -30.9% |
| YTD | -13.2% | +42.6% | -55.8% | -26.4% |
| 1Y | +68.8% | +81.8% | -13.0% | +29.2% |
| 3Y | -30.7% | +632.1% | -662.7% | -71.5% |
| 5Y | -46.3% | +1,401.6% | -1,447.9% | -84.2% |
| All | -46.3% | +1,358.7% | -1,405.0% | -84.2% |
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