-4.5%
CRS vs GME
+15.0%
-19.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.1% | -1.8% |
| 7D | +4.3% | +7.8% | -3.4% | +3.7% |
| 30D | -25.5% | -0.4% | -25.1% | -25.3% |
| 3M | -48.7% | +30.9% | -79.6% | -49.1% |
| 6M | -31.6% | +5.5% | -37.1% | -31.1% |
| YTD | -7.0% | +25.2% | -32.2% | -11.0% |
| 1Y | -4.5% | +14.4% | -18.9% | -9.5% |
| All | -4.5% | +15.0% | -19.5% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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