+1,152.4%
CRS vs ALM
+7,705.7%
-6,553.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.7% |
| 7D | -0.2% | -2.6% | +2.4% | -0.2% |
| 30D | -16.6% | +32.0% | -48.6% | -16.7% |
| 3M | -3.5% | -15.0% | +11.6% | -3.5% |
| 6M | +15.4% | -10.1% | +25.6% | +15.4% |
| YTD | +51.2% | +99.4% | -48.2% | +50.9% |
| 1Y | +98.3% | +316.4% | -218.1% | +97.6% |
| 3Y | +651.5% | +2,022.0% | -1,370.4% | +646.9% |
| 5Y | +1,411.1% | +941.2% | +469.9% | +1,402.3% |
| 10Y | +1,424.3% | +2,950.3% | -1,526.0% | +1,416.2% |
| All | +1,152.4% | +7,705.7% | -6,553.4% | +1,148.6% |
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