+362.4%
CFG vs CRS
+1,078.1%
-715.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -0.7% |
| 7D | +1.5% | -0.2% | +1.8% | +1.6% |
| 30D | -3.8% | -16.6% | +12.8% | +3.2% |
| 3M | +11.5% | -3.5% | +15.0% | +11.7% |
| 6M | +19.2% | +15.4% | +3.8% | +9.8% |
| YTD | +23.7% | +51.2% | -27.5% | +1.1% |
| 1Y | +38.8% | +98.3% | -59.4% | -0.8% |
| 3Y | +178.9% | +651.5% | -472.6% | +5.7% |
| 5Y | +101.8% | +1,411.1% | -1,309.3% | -47.6% |
| 10Y | +317.3% | +1,424.3% | -1,107.1% | -4.2% |
| All | +362.4% | +1,078.1% | -715.7% | +7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling