+407.3%
CRS vs AS
+131.9%
+275.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +5.0% | +3.1% |
| 7D | +4.4% | -3.0% | +7.4% | +5.2% |
| 30D | -19.1% | +9.6% | -28.7% | -20.8% |
| 3M | -43.2% | -8.2% | -35.1% | -42.1% |
| 6M | -28.9% | -9.9% | -19.0% | -27.4% |
| YTD | -3.0% | -16.8% | +13.8% | +0.1% |
| 1Y | -5.3% | +3.0% | -8.3% | -6.9% |
| All | +407.3% | +131.9% | +275.4% | +361.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling