+629.1%
CRS vs DG
+4.6%
+624.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | 0.0% |
| 7D | -0.5% | -4.8% | +4.3% | -0.5% |
| 30D | -18.1% | +1.8% | -19.9% | -18.1% |
| 3M | -12.4% | +14.5% | -26.9% | -12.6% |
| 6M | +15.9% | -13.6% | +29.5% | +15.9% |
| YTD | +45.8% | -4.8% | +50.7% | +46.2% |
| 1Y | +87.8% | +21.6% | +66.2% | +89.9% |
| All | +629.1% | +4.6% | +624.4% | +639.9% |
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