+7.6%
CL vs CRS
+85.3%
-77.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | -0.6% |
| 7D | -1.4% | -3.1% | +1.7% | -1.5% |
| 30D | -5.2% | -19.6% | +14.4% | -6.1% |
| 3M | +3.3% | -8.1% | +11.4% | +2.6% |
| 6M | -4.4% | +18.6% | -22.9% | -4.2% |
| YTD | +13.9% | +45.9% | -31.9% | +16.3% |
| 1Y | +7.6% | +82.5% | -74.8% | +12.3% |
| All | +7.6% | +85.3% | -77.7% | +12.3% |
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