+34.8%
CF vs CRS
-3.8%
+38.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -4.7% |
| 7D | -6.9% | +4.3% | -11.2% | -6.0% |
| 30D | -3.7% | -25.5% | +21.7% | -8.6% |
| 3M | -5.0% | -48.7% | +43.8% | -17.1% |
| 6M | -10.5% | -31.6% | +21.2% | -15.4% |
| YTD | +46.5% | -7.0% | +53.6% | +34.0% |
| 1Y | +34.8% | -4.5% | +39.3% | +22.2% |
| All | +34.8% | -3.8% | +38.6% | +22.2% |
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 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