-14.8%
CRH vs CRS
-3.8%
-11.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.6% | +7.2% | +6.0% |
| 7D | +14.2% | +4.3% | +9.8% | +13.0% |
| 30D | +19.5% | -25.5% | +45.0% | +26.5% |
| 3M | +0.4% | -48.7% | +49.1% | +17.2% |
| 6M | -10.1% | -31.6% | +21.5% | -4.6% |
| YTD | -19.9% | -7.0% | -12.9% | -19.6% |
| 1Y | -14.8% | -4.5% | -10.3% | -14.9% |
| All | -14.8% | -3.8% | -11.0% | -14.9% |
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 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