-5.3%
CRS vs ALM
+14.6%
-19.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.5% |
| 7D | +4.4% | -7.2% | +11.5% | +5.8% |
| 30D | -19.1% | -26.4% | +7.2% | -14.8% |
| 3M | -43.2% | -38.6% | -4.6% | -39.2% |
| 6M | -28.9% | -61.0% | +32.1% | -19.4% |
| YTD | -3.0% | -7.4% | +4.4% | -4.3% |
| 1Y | -5.3% | +14.0% | -19.3% | -9.5% |
| All | -5.3% | +14.6% | -19.9% | -9.5% |
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