+1,438.1%
CRS vs ALC
-15.6%
+1,453.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.6% | -2.7% |
| 7D | -3.1% | -3.7% | +0.6% | -1.6% |
| 30D | -19.6% | -3.7% | -15.9% | -18.5% |
| 3M | -8.1% | +4.6% | -12.6% | -10.4% |
| 6M | +18.6% | -14.6% | +33.2% | +25.7% |
| YTD | +45.9% | -11.9% | +57.7% | +52.0% |
| 1Y | +82.5% | -13.1% | +95.6% | +90.7% |
| 3Y | +648.9% | -15.0% | +663.9% | +673.3% |
| 5Y | +1,438.1% | -16.2% | +1,454.3% | +1,443.6% |
| All | +1,438.1% | -15.6% | +1,453.8% | +1,443.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling