+604.8%
CRS vs MKTX
-25.3%
+630.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -6.8% | -0.2% | -6.5% | -6.8% |
| 30D | -16.1% | +0.7% | -16.9% | -16.1% |
| 3M | -21.2% | +40.8% | -62.0% | -19.7% |
| 6M | +8.7% | -8.0% | +16.7% | +12.0% |
| YTD | +41.0% | -8.7% | +49.7% | +45.4% |
| 1Y | +82.7% | -11.8% | +94.5% | +88.9% |
| 3Y | +604.8% | -24.0% | +628.8% | +628.8% |
| All | +604.8% | -25.3% | +630.1% | +628.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling