+848.2%
CLS vs CRS
+363.7%
+484.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.5% | +6.0% | +7.1% |
| 7D | +2.8% | +4.4% | -1.6% | +0.7% |
| 30D | -30.1% | -19.1% | -10.9% | -22.1% |
| 3M | -21.7% | -43.2% | +21.5% | +5.6% |
| 6M | -36.2% | -28.9% | -7.4% | -23.7% |
| YTD | -17.8% | -3.0% | -14.8% | -16.7% |
| 1Y | -26.8% | -5.3% | -21.5% | -24.5% |
| All | +848.2% | +363.7% | +484.5% | +483.3% |
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 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