+483.0%
CRS vs AR
-33.4%
+516.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -1.7% | -14.3% | +12.6% | +2.4% |
| 30D | -28.8% | +1.4% | -30.2% | -29.4% |
| 3M | -50.0% | +3.4% | -53.4% | -50.9% |
| 6M | -39.2% | -2.1% | -37.1% | -39.8% |
| YTD | -11.4% | +4.7% | -16.1% | -15.0% |
| 1Y | -11.7% | +10.6% | -22.3% | -16.9% |
| 3Y | +319.6% | +24.6% | +295.1% | +271.4% |
| 5Y | +794.8% | +71.9% | +722.9% | +587.3% |
| 10Y | +926.9% | +46.4% | +880.5% | +590.9% |
| All | +483.0% | -33.4% | +516.4% | +361.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling