-10.0%
CRS vs ALM
+19.0%
-29.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.7% | -10.4% | -4.1% |
| 7D | +4.8% | +1.2% | +3.5% | +4.5% |
| 30D | -23.2% | -19.3% | -3.8% | -20.3% |
| 3M | -45.5% | -40.6% | -4.9% | -41.3% |
| 6M | -33.1% | -57.9% | +24.8% | -24.9% |
| YTD | -7.2% | -6.7% | -0.5% | -9.1% |
| 1Y | -10.0% | +20.2% | -30.2% | -15.4% |
| All | -10.0% | +19.0% | -29.0% | -15.4% |
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