-4.5%
CRS vs GFI
+6.9%
-11.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.3% | -7.9% | -2.9% |
| 7D | +4.3% | +1.4% | +2.9% | +3.9% |
| 30D | -25.5% | +3.0% | -28.5% | -25.9% |
| 3M | -48.7% | +10.2% | -58.9% | -50.0% |
| 6M | -31.6% | -10.1% | -21.6% | -30.8% |
| YTD | -7.0% | -11.4% | +4.4% | -7.8% |
| 1Y | -4.5% | +8.4% | -12.9% | -10.9% |
| All | -4.5% | +6.9% | -11.4% | -10.9% |
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