-4.5%
CRS vs AU
+42.5%
-47.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.0% | -9.5% | -3.6% |
| 7D | +4.3% | +0.8% | +3.6% | +4.0% |
| 30D | -25.5% | -7.0% | -18.5% | -24.0% |
| 3M | -48.7% | +8.5% | -57.3% | -50.0% |
| 6M | -31.6% | -1.3% | -30.4% | -32.7% |
| YTD | -7.0% | +6.8% | -13.8% | -10.5% |
| 1Y | -4.5% | +44.6% | -49.1% | -14.6% |
| All | -4.5% | +42.5% | -47.0% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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