+332.3%
CRS vs GRMN
+155.8%
+176.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.3% |
| 7D | +4.8% | -0.9% | +5.7% | +5.2% |
| 30D | -23.2% | +1.2% | -24.4% | -23.6% |
| 3M | -45.5% | -8.9% | -36.6% | -43.8% |
| 6M | -33.1% | +23.0% | -56.1% | -39.3% |
| YTD | -7.2% | +41.2% | -48.4% | -21.4% |
| 1Y | -10.0% | +47.5% | -57.5% | -25.4% |
| 3Y | +332.3% | +155.8% | +176.6% | +102.2% |
| All | +332.3% | +155.8% | +176.5% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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