-11.7%
CRS vs COMP
+16.2%
-27.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.7% | -10.9% | -2.2% |
| 7D | -1.7% | +13.4% | -15.1% | -4.1% |
| 30D | -28.8% | +11.1% | -39.9% | -30.5% |
| 3M | -50.0% | -18.8% | -31.2% | -48.2% |
| 6M | -39.2% | +10.5% | -49.7% | -41.3% |
| YTD | -11.4% | -3.4% | -8.0% | -17.2% |
| 1Y | -11.7% | +19.7% | -31.4% | -20.5% |
| All | -11.7% | +16.2% | -27.8% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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