+604.8%
CRS vs BG
+18.0%
+586.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.8% |
| 7D | -6.8% | +3.1% | -9.9% | -7.4% |
| 30D | -16.1% | +10.2% | -26.4% | -18.0% |
| 3M | -21.2% | -1.7% | -19.5% | -21.0% |
| 6M | +8.7% | +1.0% | +7.7% | +7.8% |
| YTD | +41.0% | +39.9% | +1.1% | +29.6% |
| 1Y | +82.7% | +53.2% | +29.4% | +63.9% |
| 3Y | +604.8% | +16.3% | +588.5% | +578.2% |
| All | +604.8% | +18.0% | +586.8% | +578.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling