+44.6%
C vs CRS
+83.0%
-38.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +2.6% | -0.5% | +3.1% | +2.7% |
| 30D | +1.9% | -18.1% | +20.0% | +6.5% |
| 3M | +2.8% | -12.4% | +15.2% | +5.7% |
| 6M | +30.6% | +15.9% | +14.6% | +26.1% |
| YTD | +19.9% | +45.8% | -26.0% | +12.6% |
| 1Y | +44.6% | +87.8% | -43.2% | +34.0% |
| All | +44.6% | +83.0% | -38.4% | +34.0% |
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