+98.3%
CRS vs DGX
+33.7%
+64.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.8% |
| 7D | -0.2% | -2.3% | +2.1% | 0.0% |
| 30D | -16.6% | +0.6% | -17.2% | -16.7% |
| 3M | -3.5% | +21.4% | -24.9% | -6.5% |
| 6M | +15.4% | +14.7% | +0.7% | +12.5% |
| YTD | +51.2% | +38.4% | +12.8% | +43.8% |
| 1Y | +98.3% | +34.0% | +64.3% | +89.0% |
| All | +98.3% | +33.7% | +64.6% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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