+196.4%
CFG vs CRS
+683.5%
-487.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -0.5% |
| 7D | +1.5% | -0.2% | +1.8% | +1.6% |
| 30D | -3.8% | -16.6% | +12.8% | +0.9% |
| 3M | +11.5% | -3.5% | +15.0% | +11.6% |
| 6M | +19.2% | +15.4% | +3.8% | +12.6% |
| YTD | +23.7% | +51.2% | -27.5% | +7.6% |
| 1Y | +38.8% | +98.3% | -59.4% | +9.5% |
| All | +196.4% | +683.5% | -487.1% | +59.6% |
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