+683.9%
CRS vs ALM
+3,516.3%
-2,832.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.2% | +4.6% | -2.6% |
| 7D | +0.2% | -6.3% | +6.5% | +0.2% |
| 30D | -22.9% | -31.4% | +8.5% | -22.8% |
| 3M | -46.8% | -40.6% | -6.3% | -46.8% |
| 6M | -30.4% | -58.6% | +28.2% | -30.3% |
| YTD | -5.4% | -7.6% | +2.2% | -5.3% |
| 1Y | -9.0% | +13.8% | -22.8% | -9.0% |
| 3Y | +352.2% | +842.1% | -490.0% | +350.5% |
| 5Y | +852.2% | +407.4% | +444.8% | +849.0% |
| 10Y | +862.6% | +2,079.4% | -1,216.8% | +859.9% |
| All | +683.9% | +3,516.3% | -2,832.4% | +683.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling