+679.2%
CRS vs CAPR
+56.4%
+622.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.7% |
| 7D | -0.2% | -2.0% | +1.8% | -0.2% |
| 30D | -16.6% | +139.2% | -155.8% | -17.5% |
| 3M | -3.5% | -66.4% | +62.9% | -3.3% |
| 6M | +15.4% | -63.1% | +78.6% | +15.6% |
| YTD | +51.2% | -67.4% | +118.6% | +51.5% |
| 1Y | +98.3% | +58.2% | +40.0% | +93.6% |
| All | +679.2% | +56.4% | +622.8% | +614.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling