+332.3%
CRS vs CG
+46.4%
+285.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.1% |
| 7D | +4.8% | +0.2% | +4.6% | +4.8% |
| 30D | -23.2% | +11.2% | -34.4% | -27.0% |
| 3M | -45.5% | -22.1% | -23.4% | -39.6% |
| 6M | -33.1% | -17.9% | -15.2% | -28.0% |
| YTD | -7.2% | -31.3% | +24.1% | +6.7% |
| 1Y | -10.0% | -24.0% | +13.9% | -2.0% |
| 3Y | +332.3% | +45.0% | +287.3% | +274.0% |
| All | +332.3% | +46.4% | +285.9% | +274.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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