+270.6%
C vs CRS
+683.5%
-412.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.8% |
| 7D | +3.6% | -0.2% | +3.9% | +3.7% |
| 30D | +0.1% | -16.6% | +16.7% | +5.2% |
| 3M | +2.4% | -3.5% | +5.9% | +2.9% |
| 6M | +24.9% | +15.4% | +9.5% | +18.8% |
| YTD | +19.8% | +51.2% | -31.4% | +5.4% |
| 1Y | +44.9% | +98.3% | -53.4% | +16.5% |
| All | +270.6% | +683.5% | -412.8% | +113.8% |
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