+98.3%
CRS vs PL
+176.6%
-78.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +2.9% | +1.8% |
| 7D | -0.2% | -9.3% | +9.1% | +0.7% |
| 30D | -16.6% | -18.9% | +2.3% | -14.9% |
| 3M | -3.5% | -58.4% | +54.9% | +3.6% |
| 6M | +15.4% | -30.3% | +45.7% | +16.5% |
| YTD | +51.2% | -8.1% | +59.3% | +47.1% |
| 1Y | +98.3% | +180.5% | -82.2% | +79.1% |
| All | +98.3% | +176.6% | -78.3% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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