+98.4%
CRS vs GLXY
+15.1%
+83.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.7% | -6.3% | -3.8% |
| 7D | -3.1% | +15.5% | -18.5% | -4.7% |
| 30D | -19.6% | +34.1% | -53.7% | -22.5% |
| 3M | -8.1% | -11.3% | +3.3% | -7.3% |
| 6M | +18.6% | +31.6% | -13.0% | +14.3% |
| YTD | +45.9% | +21.0% | +24.9% | +40.1% |
| 1Y | +82.5% | +11.7% | +70.8% | +81.4% |
| All | +98.4% | +15.1% | +83.3% | +96.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling