+385.2%
CRS vs AS
+123.4%
+261.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.8% | -2.5% |
| 7D | +4.8% | -4.9% | +9.6% | +6.1% |
| 30D | -23.2% | +3.9% | -27.1% | -23.8% |
| 3M | -45.5% | -9.6% | -35.9% | -44.2% |
| 6M | -33.1% | -8.7% | -24.5% | -31.9% |
| YTD | -7.2% | -19.8% | +12.6% | -3.4% |
| 1Y | -10.0% | -1.5% | -8.5% | -10.6% |
| All | +385.2% | +123.4% | +261.8% | +345.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling