+648.9%
CRS vs ALM
+2,327.9%
-1,679.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +8.8% | -12.3% | -4.2% |
| 7D | -3.1% | +8.4% | -11.5% | -3.7% |
| 30D | -19.6% | +34.8% | -54.4% | -21.7% |
| 3M | -8.1% | +16.2% | -24.3% | -9.8% |
| 6M | +18.6% | +2.1% | +16.4% | +16.6% |
| YTD | +45.9% | +117.0% | -71.2% | +37.8% |
| 1Y | +82.5% | +313.9% | -231.4% | +66.6% |
| 3Y | +648.9% | +2,327.9% | -1,679.0% | +592.9% |
| All | +648.9% | +2,327.9% | -1,679.0% | +592.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling