+368.0%
CRS vs CAPR
+242.0%
+126.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +9.4% | +0.3% | +9.6% |
| 7D | +4.9% | +36.0% | -31.1% | +4.6% |
| 30D | -20.8% | +25.8% | -46.6% | -21.0% |
| 3M | -46.4% | +140.8% | -187.3% | -47.0% |
| 6M | -28.6% | -67.6% | +39.0% | -28.5% |
| YTD | -2.8% | -65.9% | +63.0% | -2.8% |
| 1Y | -6.7% | +66.1% | -72.8% | -8.6% |
| 3Y | +368.0% | +256.9% | +111.1% | +327.8% |
| All | +368.0% | +242.0% | +126.0% | +327.8% |
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