+19.6%
CME vs CRS
-3.8%
+23.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +2.9% | +1.2% |
| 7D | +4.8% | +4.3% | +0.5% | +5.4% |
| 30D | +14.2% | -25.5% | +39.6% | +10.4% |
| 3M | +17.9% | -48.7% | +66.6% | +8.7% |
| 6M | +7.2% | -31.6% | +38.9% | +2.0% |
| YTD | +16.7% | -7.0% | +23.8% | +12.0% |
| 1Y | +19.6% | -4.5% | +24.1% | +14.5% |
| All | +19.6% | -3.8% | +23.4% | +14.5% |
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