+45.9%
CSCO vs CRS
-3.8%
+49.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.9% |
| 7D | -6.1% | +4.3% | -10.4% | -6.7% |
| 30D | -8.2% | -25.5% | +17.3% | -4.2% |
| 3M | -14.6% | -48.7% | +34.2% | -5.7% |
| 6M | +12.7% | -31.6% | +44.3% | +19.9% |
| YTD | +37.0% | -7.0% | +44.0% | +37.4% |
| 1Y | +45.9% | -4.5% | +50.4% | +45.9% |
| All | +45.9% | -3.8% | +49.7% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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