+87.8%
CRS vs S
+5.0%
+82.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.5% | -1.2% | +0.7% | -0.5% |
| 30D | -18.1% | -12.6% | -5.5% | -17.7% |
| 3M | -12.4% | +27.6% | -40.0% | -11.9% |
| 6M | +15.9% | +35.5% | -19.5% | +16.0% |
| YTD | +45.8% | +29.6% | +16.2% | +47.2% |
| 1Y | +87.8% | +8.1% | +79.6% | +94.2% |
| All | +87.8% | +5.0% | +82.7% | +94.2% |
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