-4.5%
CRS vs DG
+45.3%
-49.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.5% | -10.1% | -1.9% |
| 7D | +4.3% | +12.3% | -7.9% | +3.7% |
| 30D | -25.5% | +19.3% | -44.8% | -26.7% |
| 3M | -48.7% | +11.9% | -60.6% | -49.2% |
| 6M | -31.6% | +25.0% | -56.6% | -33.8% |
| YTD | -7.0% | +8.7% | -15.8% | -5.7% |
| 1Y | -4.5% | +44.7% | -49.2% | -5.3% |
| All | -4.5% | +45.3% | -49.8% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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