+8.7%
CRS vs GDDY
+7.3%
+1.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -0.9% |
| 7D | -6.8% | -3.2% | -3.6% | -7.2% |
| 30D | -16.1% | +6.8% | -22.9% | -14.9% |
| 3M | -21.2% | +30.5% | -51.6% | -16.4% |
| 6M | +8.7% | +13.3% | -4.6% | +14.0% |
| All | +8.7% | +7.3% | +1.4% | +14.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling