+648.9%
CRS vs GPC
-2.2%
+651.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.6% | -2.7% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | -19.6% | -0.4% | -19.2% | -19.6% |
| 3M | -8.1% | +39.2% | -47.3% | -18.3% |
| 6M | +18.6% | +18.2% | +0.3% | +10.9% |
| YTD | +45.9% | +12.1% | +33.8% | +37.3% |
| 1Y | +82.5% | -0.7% | +83.1% | +78.6% |
| 3Y | +648.9% | -1.7% | +650.6% | +590.4% |
| All | +648.9% | -2.2% | +651.1% | +590.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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