+612.8%
CRS vs HIG
+101.8%
+511.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -4.1% | -2.3% | -1.8% | -3.2% |
| 30D | -16.6% | -1.2% | -15.4% | -16.2% |
| 3M | -14.3% | +6.3% | -20.6% | -17.1% |
| 6M | +11.6% | +0.6% | +11.0% | +10.7% |
| YTD | +42.6% | +0.6% | +42.0% | +41.2% |
| 1Y | +81.8% | +6.1% | +75.7% | +74.7% |
| All | +612.8% | +101.8% | +511.1% | +393.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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