-11.8%
CAG vs CRS
+102.1%
-113.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -0.9% |
| 7D | -3.8% | -0.2% | -3.6% | -3.8% |
| 30D | +3.1% | -16.6% | +19.8% | +2.9% |
| 3M | +23.5% | -3.5% | +26.9% | +22.3% |
| 6M | -14.8% | +15.4% | -30.3% | -16.1% |
| YTD | -5.4% | +51.2% | -56.6% | -7.4% |
| 1Y | -11.8% | +98.3% | -110.1% | -14.0% |
| All | -11.8% | +102.1% | -113.9% | -14.0% |
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