+612.8%
CRS vs GTLB
-10.3%
+623.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.5% |
| 7D | -4.1% | -4.1% | 0.0% | -3.6% |
| 30D | -16.6% | +12.3% | -28.9% | -18.1% |
| 3M | -14.3% | +65.9% | -80.2% | -20.9% |
| 6M | +11.6% | +104.0% | -92.4% | -1.6% |
| YTD | +42.6% | +26.0% | +16.5% | +37.3% |
| 1Y | +81.8% | -3.5% | +85.3% | +84.6% |
| All | +612.8% | -10.3% | +623.1% | +643.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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