+4,845.0%
AON vs CRS
+9,806.3%
-4,961.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -7.9% | -0.5% | -7.4% | -7.8% |
| 30D | -14.6% | -18.1% | +3.5% | -11.9% |
| 3M | -7.9% | -12.4% | +4.5% | -6.4% |
| 6M | -8.0% | +15.9% | -23.9% | -11.6% |
| YTD | -13.2% | +45.8% | -59.1% | -20.3% |
| 1Y | -16.4% | +87.8% | -104.2% | -27.2% |
| 3Y | -6.7% | +648.7% | -655.4% | -38.9% |
| 5Y | +8.0% | +1,416.6% | -1,408.6% | -40.0% |
| 10Y | +205.6% | +1,412.7% | -1,207.1% | +53.1% |
| All | +4,845.0% | +9,806.3% | -4,961.3% | +1,329.7% |
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