+11.8%
CRM vs CRS
+612.2%
-600.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.1% | +2.1% |
| 7D | -4.4% | -6.8% | +2.3% | -3.7% |
| 30D | +28.1% | -16.1% | +44.3% | +30.5% |
| 3M | +48.8% | -21.2% | +70.0% | +51.9% |
| 6M | +28.3% | +8.7% | +19.6% | +24.2% |
| YTD | -6.0% | +41.0% | -47.0% | -13.8% |
| 1Y | +1.4% | +82.7% | -81.2% | -13.1% |
| 3Y | +11.8% | +604.8% | -592.9% | -27.5% |
| All | +11.8% | +612.2% | -600.4% | -27.5% |
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