-2.6%
BAX vs CRS
+79.6%
-82.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.4% | -1.4% |
| 7D | -7.9% | -6.8% | -1.1% | -7.0% |
| 30D | -11.7% | -16.1% | +4.5% | -9.7% |
| 3M | +16.2% | -21.2% | +37.4% | +18.9% |
| 6M | +32.0% | +8.7% | +23.3% | +25.5% |
| YTD | +24.7% | +41.0% | -16.3% | +14.7% |
| 1Y | -2.6% | +82.7% | -85.3% | -12.0% |
| All | -2.6% | +79.6% | -82.2% | -12.0% |
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