+648.9%
CRS vs RL
+211.8%
+437.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.0% |
| 7D | -3.1% | +1.9% | -4.9% | -3.8% |
| 30D | -19.6% | -12.2% | -7.4% | -15.0% |
| 3M | -8.1% | -6.6% | -1.4% | -6.1% |
| 6M | +18.6% | +3.2% | +15.4% | +15.6% |
| YTD | +45.9% | -1.3% | +47.2% | +44.2% |
| 1Y | +82.5% | +13.6% | +68.9% | +69.4% |
| 3Y | +648.9% | +210.9% | +438.0% | +428.4% |
| All | +648.9% | +211.8% | +437.1% | +428.4% |
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