-9.0%
CRS vs AS
+6.1%
-15.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.0% |
| 7D | +0.2% | +4.5% | -4.3% | -1.2% |
| 30D | -22.9% | +13.2% | -36.1% | -25.8% |
| 3M | -46.8% | -11.9% | -34.9% | -44.9% |
| 6M | -30.4% | -11.6% | -18.9% | -28.4% |
| YTD | -5.4% | -14.7% | +9.3% | -5.9% |
| 1Y | -9.0% | +5.7% | -14.7% | -11.7% |
| All | -9.0% | +6.1% | -15.0% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling