+82.7%
CRS vs GME
-11.9%
+94.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.7% | -4.9% | -1.7% |
| 7D | -6.8% | +10.4% | -17.1% | -8.3% |
| 30D | -16.1% | +14.1% | -30.2% | -18.0% |
| 3M | -21.2% | -4.6% | -16.5% | -20.7% |
| 6M | +8.7% | -13.5% | +22.2% | +11.3% |
| YTD | +41.0% | +5.3% | +35.6% | +29.2% |
| 1Y | +82.7% | -14.9% | +97.6% | +82.6% |
| All | +82.7% | -11.9% | +94.5% | +82.6% |
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