+604.8%
CRS vs DGX
+96.4%
+508.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.4% |
| 7D | -6.8% | -0.9% | -5.9% | -6.6% |
| 30D | -16.1% | -1.2% | -15.0% | -16.0% |
| 3M | -21.2% | +15.8% | -36.9% | -23.0% |
| 6M | +8.7% | +18.2% | -9.5% | +5.6% |
| YTD | +41.0% | +37.2% | +3.8% | +34.0% |
| 1Y | +82.7% | +30.4% | +52.3% | +74.8% |
| 3Y | +604.8% | +96.7% | +508.1% | +503.0% |
| All | +604.8% | +96.4% | +508.4% | +503.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling