+1,350.3%
CRS vs AU
+686.2%
+664.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -6.8% | -4.3% | -2.5% | -6.1% |
| 30D | -16.1% | +7.3% | -23.4% | -17.4% |
| 3M | -21.2% | +26.3% | -47.5% | -24.8% |
| 6M | +8.7% | +1.8% | +6.9% | +7.0% |
| YTD | +41.0% | +26.8% | +14.2% | +33.5% |
| 1Y | +82.7% | +66.7% | +16.0% | +65.3% |
| 3Y | +604.8% | +579.1% | +25.7% | +394.3% |
| All | +1,350.3% | +686.2% | +664.0% | +854.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling