+629.1%
CRS vs BN
+71.3%
+557.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +1.2% |
| 7D | -0.5% | -3.0% | +2.5% | +1.4% |
| 30D | -18.1% | -13.0% | -5.1% | -10.7% |
| 3M | -12.4% | -15.2% | +2.8% | -3.1% |
| 6M | +15.9% | -5.9% | +21.8% | +19.6% |
| YTD | +45.8% | -15.8% | +61.6% | +59.0% |
| 1Y | +87.8% | -12.2% | +99.9% | +97.2% |
| All | +629.1% | +71.3% | +557.8% | +396.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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