+1,159.2%
CRS vs S
-56.8%
+1,216.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -0.2% | -7.7% | +7.5% | +0.9% |
| 30D | -16.6% | -5.3% | -11.3% | -16.1% |
| 3M | -3.5% | +20.3% | -23.7% | -6.3% |
| 6M | +15.4% | +47.4% | -31.9% | +8.0% |
| YTD | +51.2% | +32.5% | +18.7% | +43.2% |
| 1Y | +98.3% | +9.5% | +88.8% | +92.8% |
| 3Y | +651.5% | +15.5% | +636.0% | +617.6% |
| 5Y | +1,411.1% | -71.2% | +1,482.3% | +1,408.5% |
| All | +1,159.2% | -56.8% | +1,216.0% | +1,199.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling