+826.6%
CRS vs GTLB
-49.4%
+875.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.6% | -2.8% |
| 7D | +4.8% | -0.7% | +5.5% | +4.8% |
| 30D | -23.2% | -10.2% | -13.0% | -22.1% |
| 3M | -45.5% | +10.1% | -55.6% | -46.5% |
| 6M | -33.1% | +116.5% | -149.6% | -40.7% |
| YTD | -7.2% | +27.2% | -34.4% | -12.0% |
| 1Y | -10.0% | +8.6% | -18.6% | -12.8% |
| 3Y | +332.3% | +5.6% | +326.7% | +310.3% |
| 5Y | +801.9% | -61.8% | +863.7% | +738.1% |
| All | +826.6% | -49.4% | +875.9% | +754.3% |
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 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