+332.3%
CRS vs USFR
+14.4%
+318.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +4.8% | +0.1% | +4.7% | +4.7% |
| 30D | -23.2% | +0.4% | -23.5% | -23.5% |
| 3M | -45.5% | +1.1% | -46.6% | -46.1% |
| 6M | -33.1% | +2.0% | -35.1% | -35.4% |
| YTD | -7.2% | +3.5% | -10.7% | -17.4% |
| 1Y | -10.0% | +4.1% | -14.1% | -23.2% |
| 3Y | +332.3% | +14.4% | +318.0% | +76.9% |
| All | +332.3% | +14.4% | +318.0% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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