+81.8%
CRS vs ALM
+279.2%
-197.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.6% | +7.4% | -0.9% |
| 7D | -4.1% | -7.1% | +3.0% | -3.3% |
| 30D | -16.6% | +24.7% | -41.3% | -19.5% |
| 3M | -14.3% | +8.3% | -22.6% | -16.3% |
| 6M | +11.6% | -22.2% | +33.8% | +11.6% |
| YTD | +42.6% | +88.1% | -45.5% | +33.9% |
| 1Y | +81.8% | +272.4% | -190.5% | +54.9% |
| All | +81.8% | +279.2% | -197.4% | +54.9% |
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