+604.8%
CRS vs QSR
+25.8%
+579.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -6.8% | -4.0% | -2.8% | -6.3% |
| 30D | -16.1% | +2.8% | -18.9% | -16.4% |
| 3M | -21.2% | +5.1% | -26.3% | -21.8% |
| 6M | +8.7% | +8.8% | -0.1% | +6.8% |
| YTD | +41.0% | +14.8% | +26.1% | +36.7% |
| 1Y | +82.7% | +25.7% | +56.9% | +72.3% |
| 3Y | +604.8% | +27.5% | +577.3% | +512.8% |
| All | +604.8% | +25.8% | +579.0% | +512.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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