+71.6%
CRH vs CRS
+612.2%
-540.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.3% |
| 7D | -6.1% | -6.8% | +0.7% | -4.3% |
| 30D | -9.3% | -16.1% | +6.9% | -5.1% |
| 3M | -15.2% | -21.2% | +6.0% | -10.2% |
| 6M | -14.2% | +8.7% | -22.9% | -17.0% |
| YTD | -28.3% | +41.0% | -69.2% | -35.3% |
| 1Y | -21.8% | +82.7% | -104.4% | -34.8% |
| 3Y | +71.6% | +604.8% | -533.2% | +7.4% |
| All | +71.6% | +612.2% | -540.6% | +7.4% |
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