-35.5%
CLS vs CRS
-31.8%
-3.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.7% | -2.7% | -3.7% |
| 7D | +16.3% | +4.8% | +11.5% | +13.0% |
| 30D | -25.7% | -23.2% | -2.5% | -12.4% |
| 3M | -30.9% | -45.5% | +14.6% | +2.8% |
| 6M | -35.5% | -33.1% | -2.4% | -22.2% |
| All | -35.5% | -31.8% | -3.7% | -22.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling