+5,849.4%
CRS vs GME
+1,066.0%
+4,783.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.4% |
| 7D | -3.1% | +0.4% | -3.5% | -3.1% |
| 30D | -19.6% | -1.4% | -18.2% | -19.5% |
| 3M | -8.1% | -15.1% | +7.1% | -6.5% |
| 6M | +18.6% | -22.5% | +41.0% | +21.6% |
| YTD | +45.9% | -5.9% | +51.8% | +46.0% |
| 1Y | +82.5% | -18.6% | +101.1% | +85.7% |
| 3Y | +648.9% | +6.7% | +642.2% | +529.6% |
| 5Y | +1,438.1% | -62.0% | +1,500.1% | +1,269.1% |
| 10Y | +1,327.0% | +239.5% | +1,087.5% | +237.6% |
| All | +5,849.4% | +1,066.0% | +4,783.4% | +732.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling