+38.2%
CFG vs CRS
+83.0%
-44.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.6% | -0.5% | 0.0% | -0.5% |
| 30D | -4.5% | -18.1% | +13.6% | -1.6% |
| 3M | +6.3% | -12.4% | +18.8% | +8.0% |
| 6M | +20.6% | +15.9% | +4.7% | +16.4% |
| YTD | +21.2% | +45.8% | -24.6% | +14.1% |
| 1Y | +38.2% | +87.8% | -49.6% | +27.3% |
| All | +38.2% | +83.0% | -44.8% | +27.3% |
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