+93.9%
CRS vs GLXY
+2.7%
+91.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.8% | -1.8% |
| 7D | -4.1% | -8.9% | +4.8% | -3.1% |
| 30D | -16.6% | +19.9% | -36.5% | -18.6% |
| 3M | -14.3% | -20.0% | +5.7% | -12.5% |
| 6M | +11.6% | +10.5% | +1.1% | +9.5% |
| YTD | +42.6% | +7.9% | +34.7% | +38.8% |
| 1Y | +81.8% | -7.5% | +89.3% | +83.4% |
| All | +93.9% | +2.7% | +91.2% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GLXY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling