+1,401.6%
CRS vs GME
-58.9%
+1,460.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -2.4% |
| 7D | -4.1% | +6.0% | -10.1% | -4.6% |
| 30D | -16.6% | +8.3% | -24.9% | -17.2% |
| 3M | -14.3% | -9.1% | -5.2% | -13.7% |
| 6M | +11.6% | -16.3% | +27.9% | +13.0% |
| YTD | +42.6% | +1.5% | +41.0% | +41.7% |
| 1Y | +81.8% | -16.3% | +98.2% | +83.7% |
| 3Y | +632.1% | +15.1% | +616.9% | +530.1% |
| 5Y | +1,401.6% | -57.2% | +1,458.8% | +1,281.8% |
| All | +1,401.6% | -58.9% | +1,460.5% | +1,281.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling