-14.6%
CRH vs CRS
+102.1%
-116.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.1% |
| 7D | -1.7% | -0.2% | -1.4% | -1.6% |
| 30D | -5.4% | -16.6% | +11.3% | -1.8% |
| 3M | -11.2% | -3.5% | -7.7% | -11.2% |
| 6M | -15.8% | +15.4% | -31.3% | -19.4% |
| YTD | -23.6% | +51.2% | -74.8% | -28.7% |
| 1Y | -14.6% | +98.3% | -112.9% | -22.0% |
| All | -14.6% | +102.1% | -116.7% | -22.0% |
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