+195.3%
B vs CRS
+365.2%
-169.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.7% | -5.5% | +2.5% |
| 7D | +11.3% | +4.9% | +6.4% | +10.3% |
| 30D | +2.9% | -20.8% | +23.8% | +6.7% |
| 3M | -2.9% | -46.4% | +43.6% | +7.5% |
| 6M | -1.2% | -28.6% | +27.4% | +4.0% |
| YTD | -1.3% | -2.8% | +1.5% | -0.6% |
| 1Y | +30.4% | -6.7% | +37.1% | +32.1% |
| 3Y | +195.3% | +368.0% | -172.7% | +127.9% |
| All | +195.3% | +365.2% | -169.9% | +127.9% |
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