-4.5%
CRS vs MKTX
+5.4%
-9.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.6% |
| 7D | +4.3% | +0.5% | +3.8% | +4.4% |
| 30D | -25.5% | +1.0% | -26.4% | -25.3% |
| 3M | -48.7% | +2.5% | -51.2% | -48.4% |
| 6M | -31.6% | +8.0% | -39.7% | -28.7% |
| YTD | -7.0% | -7.3% | +0.2% | -3.8% |
| 1Y | -4.5% | +4.7% | -9.2% | -3.3% |
| All | -4.5% | +5.4% | -9.9% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling