+578.3%
CRS vs CG
+282.0%
+296.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.2% |
| 7D | +4.8% | +0.2% | +4.6% | +4.8% |
| 30D | -23.2% | +11.2% | -34.4% | -27.9% |
| 3M | -45.5% | -22.1% | -23.4% | -38.7% |
| 6M | -33.1% | -17.9% | -15.2% | -27.4% |
| YTD | -7.2% | -31.3% | +24.1% | +8.7% |
| 1Y | -10.0% | -24.0% | +13.9% | -0.5% |
| 3Y | +332.3% | +45.0% | +287.3% | +221.8% |
| 5Y | +801.9% | -22.6% | +824.5% | +798.4% |
| 10Y | +820.9% | +282.1% | +538.8% | +316.3% |
| All | +578.3% | +282.0% | +296.3% | +208.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling