+679.2%
CRS vs AR
+46.7%
+632.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.8% |
| 7D | -0.2% | +2.5% | -2.7% | -0.8% |
| 30D | -16.6% | +14.8% | -31.4% | -19.3% |
| 3M | -3.5% | +6.2% | -9.7% | -5.2% |
| 6M | +15.4% | +4.3% | +11.2% | +12.5% |
| YTD | +51.2% | +14.4% | +36.8% | +42.6% |
| 1Y | +98.3% | +21.3% | +77.0% | +82.0% |
| All | +679.2% | +46.7% | +632.4% | +564.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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