+332.3%
CRS vs GPC
+0.2%
+332.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.8% |
| 7D | +4.8% | +0.4% | +4.3% | +4.7% |
| 30D | -23.2% | -6.3% | -16.9% | -21.8% |
| 3M | -45.5% | -8.2% | -37.3% | -44.3% |
| 6M | -33.1% | +27.1% | -60.2% | -39.1% |
| YTD | -7.2% | +3.1% | -10.3% | -10.7% |
| 1Y | -10.0% | +0.1% | -10.1% | -12.6% |
| 3Y | +332.3% | +0.2% | +332.1% | +271.1% |
| All | +332.3% | +0.2% | +332.1% | +271.1% |
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