+39.9%
CL vs CRS
+772.4%
-732.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | +1.3% | -1.7% | +3.0% | +1.3% |
| 30D | +11.4% | -28.8% | +40.2% | +11.4% |
| 3M | +4.4% | -50.0% | +54.4% | +4.7% |
| 6M | +10.8% | -39.2% | +50.0% | +10.7% |
| YTD | +25.1% | -11.4% | +36.6% | +24.4% |
| 1Y | +28.0% | -11.7% | +39.7% | +27.2% |
| 3Y | +37.6% | +319.6% | -282.0% | +26.6% |
| All | +39.9% | +772.4% | -732.5% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling