+2,885.9%
ALB vs CRS
+5,998.5%
-3,112.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -5.1% |
| 7D | -8.1% | -0.2% | -7.8% | -8.1% |
| 30D | +6.3% | -16.6% | +22.9% | +13.3% |
| 3M | -23.6% | -3.5% | -20.1% | -23.3% |
| 6M | -24.6% | +15.4% | -40.0% | -30.0% |
| YTD | -10.3% | +51.2% | -61.5% | -25.2% |
| 1Y | +61.5% | +98.3% | -36.8% | +20.6% |
| 3Y | -34.0% | +651.5% | -685.5% | -71.7% |
| 5Y | -44.6% | +1,411.1% | -1,455.7% | -82.5% |
| 10Y | +76.1% | +1,424.3% | -1,348.2% | -52.6% |
| All | +2,885.9% | +5,998.5% | -3,112.7% | +372.1% |
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