+612.8%
CRS vs GME
+14.2%
+598.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -2.3% |
| 7D | -4.1% | +6.0% | -10.1% | -4.4% |
| 30D | -16.6% | +8.3% | -24.9% | -16.9% |
| 3M | -14.3% | -9.1% | -5.2% | -14.0% |
| 6M | +11.6% | -16.3% | +27.9% | +12.3% |
| YTD | +42.6% | +1.5% | +41.0% | +42.1% |
| 1Y | +81.8% | -16.3% | +98.2% | +82.8% |
| All | +612.8% | +14.2% | +598.6% | +678.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling