+368.0%
CRS vs IBB
+86.3%
+281.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.8% | +6.9% | +7.8% |
| 7D | +4.9% | +2.7% | +2.2% | +3.1% |
| 30D | -20.8% | +6.3% | -27.1% | -24.2% |
| 3M | -46.4% | +11.1% | -57.5% | -50.8% |
| 6M | -28.6% | +29.2% | -57.8% | -42.0% |
| YTD | -2.8% | +30.2% | -33.0% | -21.6% |
| 1Y | -6.7% | +39.5% | -46.2% | -28.6% |
| 3Y | +368.0% | +92.3% | +275.7% | +184.1% |
| All | +368.0% | +86.3% | +281.7% | +184.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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