+1,416.6%
CRS vs ALM
+958.0%
+458.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.3% |
| 7D | -0.5% | +3.6% | -4.2% | -0.9% |
| 30D | -18.1% | +33.8% | -51.9% | -20.3% |
| 3M | -12.4% | +14.8% | -27.2% | -14.1% |
| 6M | +15.9% | -7.0% | +22.9% | +14.7% |
| YTD | +45.8% | +108.1% | -62.2% | +36.4% |
| 1Y | +87.8% | +313.8% | -226.0% | +66.8% |
| 3Y | +648.7% | +2,227.6% | -1,578.9% | +480.1% |
| 5Y | +1,416.6% | +956.6% | +460.0% | +1,147.1% |
| All | +1,416.6% | +958.0% | +458.6% | +1,147.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling