+352.0%
CRS vs COMP
+426.2%
-74.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +2.1% |
| 7D | +4.4% | +2.2% | +2.2% | +4.0% |
| 30D | -19.1% | +16.3% | -35.5% | -21.0% |
| 3M | -43.2% | -19.1% | -24.1% | -41.9% |
| 6M | -28.9% | +17.1% | -46.0% | -31.0% |
| YTD | -3.0% | -2.9% | 0.0% | -5.2% |
| 1Y | -5.3% | +8.8% | -14.1% | -8.7% |
| All | +352.0% | +426.2% | -74.1% | +256.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling