+332.3%
CRS vs IBN
+57.3%
+275.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.0% | -2.8% |
| 7D | +4.8% | +1.9% | +2.9% | +4.2% |
| 30D | -23.2% | +22.1% | -45.3% | -28.1% |
| 3M | -45.5% | +17.1% | -62.6% | -48.3% |
| 6M | -33.1% | +35.5% | -68.7% | -39.7% |
| YTD | -7.2% | +16.8% | -24.0% | -13.2% |
| 1Y | -10.0% | +12.4% | -22.4% | -14.9% |
| 3Y | +332.3% | +58.0% | +274.3% | +253.5% |
| All | +332.3% | +57.3% | +275.0% | +253.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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