-10.0%
CRS vs DRI
+34.4%
-44.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.0% | -2.7% |
| 7D | +4.8% | +1.1% | +3.7% | +4.7% |
| 30D | -23.2% | +9.7% | -32.9% | -23.4% |
| 3M | -45.5% | +3.2% | -48.7% | -45.4% |
| 6M | -33.1% | +20.6% | -53.7% | -34.7% |
| YTD | -7.2% | +28.3% | -35.5% | -13.7% |
| 1Y | -10.0% | +34.5% | -44.6% | -19.0% |
| All | -10.0% | +34.4% | -44.5% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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