+332.3%
CRS vs DG
+21.7%
+310.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.3% | -2.7% |
| 7D | +4.8% | +0.3% | +4.5% | +4.8% |
| 30D | -23.2% | +3.2% | -26.4% | -23.2% |
| 3M | -45.5% | +10.4% | -55.9% | -45.5% |
| 6M | -33.1% | +33.2% | -66.3% | -33.6% |
| YTD | -7.2% | +3.0% | -10.2% | -7.0% |
| 1Y | -10.0% | +31.2% | -41.2% | -9.3% |
| 3Y | +332.3% | +21.8% | +310.5% | +322.1% |
| All | +332.3% | +21.7% | +310.6% | +322.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling