+98.3%
CRS vs CHD
+7.1%
+91.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -0.2% | -2.7% | +2.4% | -0.4% |
| 30D | -16.6% | -4.6% | -12.0% | -16.8% |
| 3M | -3.5% | +5.0% | -8.5% | -3.2% |
| 6M | +15.4% | -3.2% | +18.7% | +14.4% |
| YTD | +51.2% | +18.6% | +32.6% | +60.3% |
| 1Y | +98.3% | +4.8% | +93.5% | +113.4% |
| All | +98.3% | +7.1% | +91.2% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling