+629.1%
CRS vs IBN
+25.8%
+603.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.6% |
| 7D | -0.5% | -5.1% | +4.6% | +1.3% |
| 30D | -18.1% | -3.5% | -14.6% | -17.1% |
| 3M | -12.4% | +11.3% | -23.7% | -15.8% |
| 6M | +15.9% | +4.4% | +11.5% | +13.5% |
| YTD | +45.8% | -1.8% | +47.6% | +44.6% |
| 1Y | +87.8% | -8.0% | +95.7% | +89.2% |
| All | +629.1% | +25.8% | +603.2% | +542.1% |
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