+16.5%
CME vs CRS
-14.1%
+30.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.4% | +0.5% |
| 7D | +3.9% | +4.8% | -0.8% | +4.6% |
| 30D | +11.3% | -23.2% | +34.5% | +8.0% |
| 3M | +19.6% | -45.5% | +65.1% | +10.9% |
| 6M | +8.1% | -33.1% | +41.2% | +2.5% |
| YTD | +20.4% | -7.2% | +27.6% | +15.6% |
| 1Y | +16.5% | -10.0% | +26.5% | +12.1% |
| All | +16.5% | -14.1% | +30.6% | +12.1% |
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