-33.7%
BE vs CRS
-31.8%
-2.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.7% | -2.3% | -2.8% |
| 7D | +10.8% | +4.8% | +6.1% | +7.6% |
| 30D | -19.8% | -23.2% | +3.4% | -3.7% |
| 3M | -18.7% | -45.5% | +26.8% | +29.6% |
| 6M | -33.7% | -33.1% | -0.6% | -11.4% |
| All | -33.7% | -31.8% | -2.0% | -11.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling