+98.3%
CRS vs ALM
+318.3%
-220.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.9% |
| 7D | -0.2% | -2.6% | +2.4% | +0.1% |
| 30D | -16.6% | +32.0% | -48.6% | -20.1% |
| 3M | -3.5% | -15.0% | +11.6% | -3.0% |
| 6M | +15.4% | -10.1% | +25.6% | +13.8% |
| YTD | +51.2% | +99.4% | -48.2% | +40.6% |
| 1Y | +98.3% | +316.4% | -218.1% | +68.0% |
| All | +98.3% | +318.3% | -220.0% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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