+604.8%
CRS vs BR
-5.3%
+610.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -6.8% | -3.0% | -3.8% | -6.1% |
| 30D | -16.1% | -0.3% | -15.8% | -16.2% |
| 3M | -21.2% | +17.3% | -38.5% | -24.8% |
| 6M | +8.7% | -6.7% | +15.4% | +13.0% |
| YTD | +41.0% | -23.4% | +64.4% | +62.2% |
| 1Y | +82.7% | -32.7% | +115.3% | +128.7% |
| 3Y | +604.8% | -5.9% | +610.7% | +586.8% |
| All | +604.8% | -5.3% | +610.1% | +586.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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