+4,208.3%
CRS vs HIG
+980.5%
+3,227.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.6% | -2.9% |
| 7D | -3.1% | -1.1% | -2.0% | -2.7% |
| 30D | -19.6% | -4.9% | -14.7% | -18.4% |
| 3M | -8.1% | +6.8% | -14.9% | -10.2% |
| 6M | +18.6% | -1.7% | +20.2% | +18.6% |
| YTD | +45.9% | -0.2% | +46.1% | +45.1% |
| 1Y | +82.5% | +5.7% | +76.8% | +78.3% |
| 3Y | +648.9% | +100.3% | +548.6% | +501.9% |
| 5Y | +1,438.1% | +118.5% | +1,319.6% | +1,117.0% |
| 10Y | +1,327.0% | +309.7% | +1,017.3% | +869.8% |
| All | +4,208.3% | +980.5% | +3,227.8% | +1,938.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling