+1,284.2%
CLS vs CRS
+636.8%
+647.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +20.1% | -0.5% | +20.6% | +20.3% |
| 30D | +6.0% | -18.1% | +24.1% | +17.4% |
| 3M | -10.3% | -12.4% | +2.1% | -4.1% |
| 6M | +24.5% | +15.9% | +8.6% | +15.2% |
| YTD | +12.9% | +45.8% | -33.0% | -6.6% |
| 1Y | +36.7% | +87.8% | -51.1% | -0.4% |
| All | +1,284.2% | +636.8% | +647.5% | +651.6% |
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