+319.6%
CRS vs COMP
+353.8%
-34.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.7% | -10.9% | -1.6% |
| 7D | -1.7% | +13.4% | -15.1% | -3.5% |
| 30D | -28.8% | +11.1% | -39.9% | -30.1% |
| 3M | -50.0% | -18.8% | -31.2% | -48.9% |
| 6M | -39.2% | +10.5% | -49.7% | -40.6% |
| YTD | -11.4% | -3.4% | -8.0% | -13.4% |
| 1Y | -11.7% | +19.7% | -31.4% | -15.8% |
| 3Y | +319.6% | +381.6% | -62.0% | +233.9% |
| All | +319.6% | +353.8% | -34.1% | +233.9% |
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