-4.5%
CRS vs SUI
+1.6%
-6.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.2% | -6.7% | -0.9% |
| 7D | +4.3% | +10.0% | -5.7% | +5.6% |
| 30D | -25.5% | +8.4% | -33.9% | -25.0% |
| 3M | -48.7% | +0.7% | -49.4% | -48.4% |
| 6M | -31.6% | -0.9% | -30.7% | -30.9% |
| YTD | -7.0% | +0.6% | -7.7% | -3.9% |
| 1Y | -4.5% | +0.8% | -5.3% | -2.1% |
| All | -4.5% | +1.6% | -6.1% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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