+1,323.7%
CRS vs GTLB
-49.8%
+1,373.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -20.6% |
| 6M | +11.6% | +104.0% | -92.4% | -0.7% |
| YTD | +42.6% | +26.0% | +16.5% | +35.7% |
| 1Y | +81.8% | -3.5% | +85.3% | +79.5% |
| 3Y | +632.1% | -9.6% | +641.7% | +609.7% |
| All | +1,323.7% | -49.8% | +1,373.6% | +1,217.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling