+629.1%
CRS vs CG
+48.1%
+580.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +1.7% |
| 7D | -0.5% | -6.4% | +5.9% | +2.4% |
| 30D | -18.1% | -7.1% | -11.0% | -15.7% |
| 3M | -12.4% | -1.6% | -10.9% | -12.5% |
| 6M | +15.9% | -8.3% | +24.3% | +19.3% |
| YTD | +45.8% | -23.8% | +69.6% | +61.0% |
| 1Y | +87.8% | -28.7% | +116.5% | +112.8% |
| All | +629.1% | +48.1% | +580.9% | +461.7% |
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