+98.3%
CRS vs GDDY
-29.3%
+127.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +1.3% |
| 7D | -0.2% | +3.7% | -3.9% | +0.3% |
| 30D | -16.6% | +10.4% | -27.0% | -15.3% |
| 3M | -3.5% | +19.4% | -22.9% | +0.2% |
| 6M | +15.4% | +14.3% | +1.2% | +19.8% |
| YTD | +51.2% | -18.4% | +69.5% | +51.0% |
| 1Y | +98.3% | -30.1% | +128.4% | +98.2% |
| All | +98.3% | -29.3% | +127.6% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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