-4.5%
CRS vs BEN
+56.2%
-60.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.7% | -6.2% | -3.4% |
| 7D | +4.3% | +6.7% | -2.4% | +1.7% |
| 30D | -25.5% | +3.0% | -28.5% | -26.4% |
| 3M | -48.7% | -4.3% | -44.4% | -48.0% |
| 6M | -31.6% | +16.4% | -48.0% | -34.9% |
| YTD | -7.0% | +46.8% | -53.8% | -18.3% |
| 1Y | -4.5% | +57.3% | -61.9% | -16.5% |
| All | -4.5% | +56.2% | -60.7% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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