-4.5%
CRS vs S
+36.5%
-41.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.6% |
| 7D | +4.3% | -8.2% | +12.5% | +4.4% |
| 30D | -25.5% | -7.6% | -17.9% | -25.5% |
| 3M | -48.7% | +12.0% | -60.7% | -48.5% |
| 6M | -31.6% | +50.6% | -82.2% | -30.8% |
| YTD | -7.0% | +56.6% | -63.6% | -5.3% |
| 1Y | -4.5% | +39.2% | -43.7% | -0.3% |
| All | -4.5% | +36.5% | -41.0% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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