+97.5%
CSCO vs CRS
+343.5%
-245.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.7% | -3.6% | -5.8% |
| 7D | +1.9% | +4.8% | -2.9% | +1.2% |
| 30D | -15.8% | -23.2% | +7.3% | -13.0% |
| 3M | -15.4% | -45.5% | +30.1% | -8.4% |
| 6M | -5.4% | -33.1% | +27.7% | -0.4% |
| YTD | +26.5% | -7.2% | +33.7% | +26.6% |
| 1Y | +25.9% | -10.0% | +35.9% | +26.5% |
| 3Y | +97.5% | +332.3% | -234.8% | +72.9% |
| All | +97.5% | +343.5% | -245.9% | +72.9% |
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 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