+604.8%
CRS vs GRMN
+190.9%
+413.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.2% | -5.4% | -2.7% |
| 7D | -6.8% | +2.4% | -9.2% | -7.6% |
| 30D | -16.1% | -8.5% | -7.7% | -13.4% |
| 3M | -21.2% | +19.5% | -40.6% | -27.5% |
| 6M | +8.7% | +21.2% | -12.5% | -0.7% |
| YTD | +41.0% | +41.0% | -0.1% | +19.6% |
| 1Y | +82.7% | +19.6% | +63.1% | +66.4% |
| 3Y | +604.8% | +183.8% | +421.0% | +311.1% |
| All | +604.8% | +190.9% | +413.9% | +311.1% |
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