+604.8%
CRS vs AGI
+206.1%
+398.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | -6.8% | -2.7% | -4.0% | -6.3% |
| 30D | -16.1% | +7.2% | -23.4% | -17.3% |
| 3M | -21.2% | +4.3% | -25.4% | -22.3% |
| 6M | +8.7% | -27.1% | +35.8% | +13.2% |
| YTD | +41.0% | -6.6% | +47.6% | +40.5% |
| 1Y | +82.7% | +9.5% | +73.1% | +76.2% |
| 3Y | +604.8% | +208.4% | +396.3% | +456.7% |
| All | +604.8% | +206.1% | +398.7% | +456.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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