+208.1%
C vs CRS
+321.3%
-113.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -2.4% | -1.7% | -0.7% | -1.9% |
| 30D | -6.0% | -28.8% | +22.8% | +2.0% |
| 3M | -10.5% | -50.0% | +39.5% | +7.0% |
| 6M | -5.7% | -39.2% | +33.5% | +6.2% |
| YTD | +4.1% | -11.4% | +15.6% | +5.1% |
| 1Y | +20.5% | -11.7% | +32.2% | +21.5% |
| 3Y | +208.1% | +319.6% | -111.5% | +122.9% |
| All | +208.1% | +321.3% | -113.2% | +122.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling