+118.3%
ALL vs CRS
+355.6%
-237.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.5% | +1.7% |
| 7D | 0.0% | +7.4% | -7.4% | -0.1% |
| 30D | +12.8% | -21.2% | +34.0% | +12.9% |
| 3M | +4.7% | -43.3% | +48.0% | +5.3% |
| 6M | +24.9% | -29.4% | +54.3% | +24.5% |
| YTD | +30.0% | -4.7% | +34.7% | +27.8% |
| 1Y | +29.9% | -9.6% | +39.5% | +28.0% |
| All | +118.3% | +355.6% | -237.3% | +107.4% |
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