+332.3%
CRS vs A
+64.5%
+267.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.9% |
| 7D | +4.8% | -0.5% | +5.2% | +5.1% |
| 30D | -23.2% | 0.0% | -23.2% | -22.9% |
| 3M | -45.5% | +16.7% | -62.2% | -48.8% |
| 6M | -33.1% | +54.8% | -87.9% | -44.9% |
| YTD | -7.2% | +28.8% | -36.0% | -17.2% |
| 1Y | -10.0% | +19.3% | -29.3% | -16.9% |
| 3Y | +332.3% | +65.5% | +266.8% | +270.7% |
| All | +332.3% | +64.5% | +267.8% | +270.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling