+87.4%
COR vs CRS
+653.3%
-565.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -1.9% |
| 7D | -1.9% | -3.1% | +1.2% | -1.9% |
| 30D | +1.5% | -19.6% | +21.1% | +1.4% |
| 3M | +18.7% | -8.1% | +26.8% | +18.4% |
| 6M | -9.0% | +18.6% | -27.6% | -9.5% |
| YTD | -3.3% | +45.9% | -49.2% | -3.9% |
| 1Y | +9.8% | +82.5% | -72.6% | +9.4% |
| 3Y | +87.4% | +648.9% | -561.5% | +94.9% |
| All | +87.4% | +653.3% | -565.9% | +94.9% |
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