+875.9%
BAX vs CRS
+10,171.0%
-9,295.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.1% |
| 3M | +33.5% | -3.5% | +37.0% | +33.5% |
| 6M | +35.9% | +15.4% | +20.4% | +32.2% |
| YTD | +35.4% | +51.2% | -15.8% | +26.6% |
| 1Y | +9.8% | +98.3% | -88.5% | -1.7% |
| 3Y | -32.7% | +651.5% | -684.3% | -50.5% |
| 5Y | -65.6% | +1,411.1% | -1,476.7% | -77.5% |
| 10Y | -34.9% | +1,424.3% | -1,459.3% | -60.8% |
| All | +875.9% | +10,171.0% | -9,295.1% | +268.7% |
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