+4,614.0%
CRS vs SNY
+241.9%
+4,372.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -6.8% | -3.3% | -3.4% | -4.9% |
| 30D | -16.1% | -2.2% | -14.0% | -15.1% |
| 3M | -21.2% | -3.0% | -18.1% | -20.3% |
| 6M | +8.7% | +2.7% | +5.9% | +6.0% |
| YTD | +41.0% | -6.8% | +47.8% | +45.0% |
| 1Y | +82.7% | -5.3% | +87.9% | +85.2% |
| 3Y | +604.8% | -9.8% | +614.6% | +597.1% |
| 5Y | +1,384.7% | +9.7% | +1,375.0% | +1,160.0% |
| 10Y | +1,362.3% | +64.5% | +1,297.8% | +845.9% |
| All | +4,614.0% | +241.9% | +4,372.1% | +1,596.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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