+81.8%
CRS vs A
+14.6%
+67.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.9% |
| 7D | -4.1% | -4.6% | +0.5% | -2.6% |
| 30D | -16.6% | -4.3% | -12.3% | -15.4% |
| 3M | -14.3% | +8.9% | -23.2% | -16.9% |
| 6M | +11.6% | +24.5% | -12.9% | +2.1% |
| YTD | +42.6% | +5.8% | +36.8% | +37.8% |
| 1Y | +81.8% | +16.2% | +65.6% | +70.9% |
| All | +81.8% | +14.6% | +67.2% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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