-4.5%
CRS vs DD
+49.3%
-53.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.7% |
| 7D | +4.3% | +8.7% | -4.4% | 0.0% |
| 30D | -25.5% | +15.3% | -40.8% | -30.9% |
| 3M | -48.7% | +5.9% | -54.6% | -50.2% |
| 6M | -31.6% | +11.6% | -43.2% | -36.1% |
| YTD | -7.0% | +26.5% | -33.6% | -19.9% |
| 1Y | -4.5% | +35.4% | -39.9% | -20.2% |
| All | -4.5% | +49.3% | -53.8% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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