+8.4%
CI vs CRS
+365.2%
-356.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.7% | -9.0% | +0.2% |
| 7D | +0.1% | +4.9% | -4.8% | -0.1% |
| 30D | +4.7% | -20.8% | +25.5% | +5.6% |
| 3M | +5.2% | -46.4% | +51.7% | +8.8% |
| 6M | +3.8% | -28.6% | +32.3% | +4.9% |
| YTD | +9.2% | -2.8% | +12.0% | +7.6% |
| 1Y | +14.3% | -6.7% | +21.0% | +12.8% |
| 3Y | +8.4% | +368.0% | -359.6% | -4.1% |
| All | +8.4% | +365.2% | -356.8% | -4.1% |
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 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