-6.5%
CRS vs AS
+8.1%
-14.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +3.1% | +6.6% | +8.6% |
| 7D | +4.9% | +5.8% | -0.9% | +3.0% |
| 30D | -20.8% | +15.4% | -36.2% | -24.3% |
| 3M | -46.4% | -11.9% | -34.6% | -44.6% |
| 6M | -28.6% | -9.9% | -18.7% | -26.9% |
| YTD | -2.8% | -13.1% | +10.3% | -4.1% |
| All | -6.5% | +8.1% | -14.6% | -9.9% |
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