+1,350.3%
CRS vs BG
+81.8%
+1,268.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.5% |
| 7D | -6.8% | +3.1% | -9.9% | -7.9% |
| 30D | -16.1% | +10.2% | -26.4% | -19.4% |
| 3M | -21.2% | -1.7% | -19.5% | -21.2% |
| 6M | +8.7% | +1.0% | +7.7% | +7.0% |
| YTD | +41.0% | +39.9% | +1.1% | +21.4% |
| 1Y | +82.7% | +53.2% | +29.4% | +50.3% |
| 3Y | +604.8% | +16.3% | +588.5% | +545.7% |
| All | +1,350.3% | +81.8% | +1,268.5% | +825.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling