+1,356.5%
CRS vs GTLB
-50.0%
+1,406.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.4% | +1.9% | -2.8% |
| 7D | -3.1% | +4.6% | -7.6% | -3.7% |
| 30D | -19.6% | +21.0% | -40.6% | -21.9% |
| 3M | -8.1% | +51.7% | -59.8% | -13.8% |
| 6M | +18.6% | +89.3% | -70.7% | +6.7% |
| YTD | +45.9% | +25.6% | +20.2% | +38.9% |
| 1Y | +82.5% | -1.5% | +84.0% | +79.6% |
| 3Y | +648.9% | -9.9% | +658.8% | +626.4% |
| All | +1,356.5% | -50.0% | +1,406.5% | +1,248.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling