+690.6%
CRS vs AS
+120.4%
+570.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +0.8% |
| 7D | -0.2% | -4.9% | +4.7% | +0.9% |
| 30D | -16.6% | -19.6% | +3.0% | -12.3% |
| 3M | -3.5% | -14.4% | +10.9% | -0.3% |
| 6M | +15.4% | -20.1% | +35.6% | +20.8% |
| YTD | +51.2% | -20.9% | +72.1% | +57.9% |
| 1Y | +98.3% | -21.9% | +120.2% | +106.7% |
| All | +690.6% | +120.4% | +570.2% | +627.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling