+604.8%
CRS vs INDA
+7.9%
+596.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.9% |
| 7D | -6.8% | -2.7% | -4.1% | -4.6% |
| 30D | -16.1% | -2.8% | -13.4% | -14.2% |
| 3M | -21.2% | +1.6% | -22.8% | -22.3% |
| 6M | +8.7% | -1.4% | +10.1% | +9.8% |
| YTD | +41.0% | -10.1% | +51.1% | +52.6% |
| 1Y | +82.7% | -8.8% | +91.4% | +94.0% |
| 3Y | +604.8% | +7.6% | +597.2% | +565.9% |
| All | +604.8% | +7.9% | +596.9% | +565.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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