+394.0%
CAH vs CRS
+1,363.4%
-969.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | -5.1% | -6.8% | +1.7% | -4.3% |
| 30D | +0.2% | -16.1% | +16.3% | +2.2% |
| 3M | +6.3% | -21.2% | +27.5% | +9.0% |
| 6M | +9.4% | +8.7% | +0.7% | +7.5% |
| YTD | +15.0% | +41.0% | -26.0% | +9.3% |
| 1Y | +55.4% | +82.7% | -27.2% | +42.6% |
| 3Y | +173.8% | +604.8% | -431.0% | +102.1% |
| All | +394.0% | +1,363.4% | -969.4% | +211.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling