+679.2%
CRS vs ALC
-13.4%
+692.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.4% |
| 7D | -0.2% | -2.1% | +1.9% | +0.5% |
| 30D | -16.6% | -0.1% | -16.5% | -16.7% |
| 3M | -3.5% | +5.9% | -9.4% | -6.1% |
| 6M | +15.4% | -15.9% | +31.4% | +22.7% |
| YTD | +51.2% | -10.1% | +61.3% | +56.0% |
| 1Y | +98.3% | -10.2% | +108.5% | +104.2% |
| All | +679.2% | -13.4% | +692.5% | +683.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling