-9.6%
CRS vs S
+29.4%
-39.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.3% | +4.5% | -1.5% |
| 7D | +7.4% | +4.1% | +3.4% | +7.3% |
| 30D | -21.2% | -7.2% | -14.1% | -21.2% |
| 3M | -43.3% | 0.0% | -43.2% | -43.0% |
| 6M | -29.4% | +41.6% | -71.0% | -28.4% |
| YTD | -4.7% | +48.6% | -53.3% | -2.7% |
| 1Y | -9.6% | +30.0% | -39.6% | -5.4% |
| All | -9.6% | +29.4% | -39.0% | -5.4% |
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