-4.5%
CRS vs ALC
+4.2%
-8.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.8% | -8.4% | -1.5% |
| 7D | +4.3% | +10.7% | -6.4% | +4.4% |
| 30D | -25.5% | +20.2% | -45.7% | -25.8% |
| 3M | -48.7% | +8.9% | -57.6% | -48.3% |
| 6M | -31.6% | +5.7% | -37.4% | -30.8% |
| YTD | -7.0% | -1.4% | -5.6% | -3.4% |
| 1Y | -4.5% | +4.7% | -9.2% | -3.0% |
| All | -4.5% | +4.2% | -8.7% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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