+3,724.8%
CRS vs AU
+751.1%
+2,973.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -1.4% |
| 7D | -4.1% | -7.0% | +2.9% | -2.8% |
| 30D | -16.6% | +7.3% | -23.9% | -18.0% |
| 3M | -14.3% | +33.2% | -47.5% | -19.5% |
| 6M | +11.6% | -0.6% | +12.2% | +10.2% |
| YTD | +42.6% | +26.2% | +16.4% | +33.6% |
| 1Y | +81.8% | +68.3% | +13.6% | +60.2% |
| 3Y | +632.1% | +592.1% | +39.9% | +371.6% |
| 5Y | +1,401.6% | +685.3% | +716.4% | +811.9% |
| 10Y | +1,379.0% | +682.5% | +696.5% | +682.7% |
| All | +3,724.8% | +751.1% | +2,973.7% | +1,681.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling