+50.9%
CME vs CRS
+636.8%
-585.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.3% |
| 7D | -1.1% | -0.5% | -0.6% | -1.1% |
| 30D | +4.2% | -18.1% | +22.3% | +3.3% |
| 3M | +7.3% | -12.4% | +19.8% | +6.7% |
| 6M | -11.4% | +15.9% | -27.3% | -11.2% |
| YTD | +3.5% | +45.8% | -42.3% | +4.0% |
| 1Y | +8.6% | +87.8% | -79.1% | +9.4% |
| All | +50.9% | +636.8% | -585.9% | +44.4% |
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