+73.0%
CF vs CRS
+660.4%
-587.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.2% |
| 7D | +6.0% | -0.2% | +6.2% | +6.0% |
| 30D | +14.8% | -16.6% | +31.5% | +15.0% |
| 3M | +14.1% | -3.5% | +17.5% | +13.8% |
| 6M | +28.5% | +15.4% | +13.1% | +27.2% |
| YTD | +74.9% | +51.2% | +23.7% | +68.3% |
| 1Y | +61.7% | +98.3% | -36.6% | +50.7% |
| All | +73.0% | +660.4% | -587.4% | +43.6% |
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