-10.0%
CRS vs CAPR
+63.5%
-73.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.9% | +4.3% | -2.6% |
| 7D | +4.8% | +5.9% | -1.1% | +4.7% |
| 30D | -23.2% | +44.6% | -67.8% | -23.3% |
| 3M | -45.5% | +126.4% | -171.9% | -45.7% |
| 6M | -33.1% | -68.6% | +35.5% | -33.2% |
| YTD | -7.2% | -67.0% | +59.8% | -7.4% |
| 1Y | -10.0% | +65.2% | -75.2% | -9.5% |
| All | -10.0% | +63.5% | -73.5% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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