+629.1%
CRS vs DD
+42.2%
+586.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +1.4% |
| 7D | -0.5% | -3.8% | +3.2% | +1.6% |
| 30D | -18.1% | -9.2% | -8.9% | -13.6% |
| 3M | -12.4% | -9.0% | -3.4% | -7.9% |
| 6M | +15.9% | -5.0% | +20.9% | +18.9% |
| YTD | +45.8% | +7.4% | +38.4% | +38.2% |
| 1Y | +87.8% | +35.1% | +52.6% | +54.6% |
| All | +629.1% | +42.2% | +586.9% | +457.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling