+368.0%
CRS vs RL
+254.6%
+113.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +5.8% | +3.9% | +7.1% |
| 7D | +4.9% | +0.2% | +4.7% | +4.8% |
| 30D | -20.8% | +7.3% | -28.1% | -23.2% |
| 3M | -46.4% | +1.0% | -47.5% | -46.8% |
| 6M | -28.6% | +11.8% | -40.3% | -33.1% |
| YTD | -2.8% | +13.6% | -16.4% | -9.9% |
| 1Y | -6.7% | +24.0% | -30.8% | -17.1% |
| 3Y | +368.0% | +256.6% | +111.4% | +213.9% |
| All | +368.0% | +254.6% | +113.4% | +213.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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