+648.9%
CRS vs S
+13.8%
+635.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.3% | -3.1% |
| 7D | -3.1% | -5.8% | +2.8% | -1.9% |
| 30D | -19.6% | -9.2% | -10.4% | -18.3% |
| 3M | -8.1% | +23.4% | -31.4% | -12.4% |
| 6M | +18.6% | +36.9% | -18.4% | +9.0% |
| YTD | +45.9% | +29.5% | +16.3% | +35.2% |
| 1Y | +82.5% | +5.4% | +77.0% | +77.7% |
| 3Y | +648.9% | +14.7% | +634.2% | +630.1% |
| All | +648.9% | +13.8% | +635.1% | +630.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling