+344.1%
CRS vs SM
-3.8%
+348.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.2% | -6.9% | -2.5% |
| 7D | +7.4% | +10.6% | -3.2% | +5.8% |
| 30D | -21.2% | -15.0% | -6.2% | -19.7% |
| 3M | -43.3% | +1.7% | -45.0% | -44.1% |
| 6M | -29.4% | +5.9% | -35.3% | -31.6% |
| YTD | -4.7% | +79.0% | -83.7% | -23.1% |
| 1Y | -9.6% | +84.7% | -94.3% | -28.2% |
| All | +344.1% | -3.8% | +348.0% | +298.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling