+629.1%
CRS vs HDB
-30.2%
+659.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.4% |
| 7D | -0.5% | -4.9% | +4.3% | +0.8% |
| 30D | -18.1% | -5.8% | -12.3% | -16.8% |
| 3M | -12.4% | -5.2% | -7.2% | -11.7% |
| 6M | +15.9% | -25.7% | +41.6% | +24.1% |
| YTD | +45.8% | -39.6% | +85.4% | +64.0% |
| 1Y | +87.8% | -36.9% | +124.7% | +107.4% |
| All | +629.1% | -30.2% | +659.3% | +665.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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