+9.8%
BAX vs CRS
+102.1%
-92.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.8% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -5.5% | -16.6% | +11.2% | -3.3% |
| 3M | +33.5% | -3.5% | +37.0% | +31.8% |
| 6M | +35.9% | +15.4% | +20.4% | +28.3% |
| YTD | +35.4% | +51.2% | -15.8% | +23.8% |
| 1Y | +9.8% | +98.3% | -88.5% | -1.4% |
| All | +9.8% | +102.1% | -92.3% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling