+108.5%
CSCO vs CRS
+653.3%
-544.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.4% |
| 7D | -0.5% | -3.1% | +2.5% | -0.1% |
| 30D | -10.1% | -19.6% | +9.5% | -7.5% |
| 3M | -11.7% | -8.1% | -3.7% | -10.8% |
| 6M | +40.1% | +18.6% | +21.5% | +36.4% |
| YTD | +43.8% | +45.9% | -2.1% | +36.1% |
| 1Y | +66.6% | +82.5% | -15.9% | +52.4% |
| 3Y | +108.5% | +648.9% | -540.4% | +72.7% |
| All | +108.5% | +653.3% | -544.7% | +72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling