+61.7%
CF vs CRS
+102.1%
-40.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.0% |
| 7D | +6.0% | -0.2% | +6.2% | +6.0% |
| 30D | +14.8% | -16.6% | +31.5% | +11.9% |
| 3M | +14.1% | -3.5% | +17.5% | +14.0% |
| 6M | +28.5% | +15.4% | +13.1% | +32.4% |
| YTD | +74.9% | +51.2% | +23.7% | +76.1% |
| 1Y | +61.7% | +98.3% | -36.6% | +61.0% |
| All | +61.7% | +102.1% | -40.4% | +61.0% |
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