+1,435.8%
CRS vs IAG
+817.0%
+618.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.2% | -0.4% |
| 7D | -0.5% | +1.7% | -2.2% | -0.8% |
| 30D | -18.1% | +11.4% | -29.5% | -19.9% |
| 3M | -12.4% | +33.0% | -45.5% | -17.4% |
| 6M | +15.9% | -6.0% | +21.9% | +15.5% |
| YTD | +45.8% | +24.6% | +21.3% | +37.3% |
| 1Y | +87.8% | +105.0% | -17.2% | +61.1% |
| 3Y | +648.7% | +837.9% | -189.2% | +364.4% |
| All | +1,435.8% | +817.0% | +618.8% | +757.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 5y: compounded portfolio wealth divided by compounded IAG 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…
5y analysis · Full analysis span regression · 6 months rolling