+82.7%
CRS vs SM
+48.5%
+34.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.2% |
| 7D | -6.8% | +4.6% | -11.3% | -6.3% |
| 30D | -16.1% | +18.2% | -34.3% | -14.6% |
| 3M | -21.2% | +22.5% | -43.7% | -18.7% |
| 6M | +8.7% | +50.6% | -41.9% | +9.6% |
| YTD | +41.0% | +108.1% | -67.1% | +32.7% |
| 1Y | +82.7% | +46.0% | +36.7% | +94.8% |
| All | +82.7% | +48.5% | +34.2% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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