+98.3%
CRS vs GFI
+45.3%
+53.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.0% |
| 7D | -0.2% | +3.1% | -3.4% | -0.8% |
| 30D | -16.6% | +27.1% | -43.7% | -20.3% |
| 3M | -3.5% | +21.2% | -24.6% | -7.5% |
| 6M | +15.4% | -4.5% | +19.9% | +14.6% |
| YTD | +51.2% | +11.7% | +39.5% | +45.8% |
| 1Y | +98.3% | +46.0% | +52.2% | +80.8% |
| All | +98.3% | +45.3% | +53.0% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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