-0.5%
CTAS vs CRS
+81.8%
-82.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.8% |
| 7D | -1.3% | -4.1% | +2.8% | -1.3% |
| 30D | -3.1% | -16.6% | +13.5% | -3.3% |
| 3M | +10.3% | -14.3% | +24.6% | +9.4% |
| 6M | +1.6% | +11.6% | -10.0% | -0.1% |
| YTD | +6.3% | +42.6% | -36.3% | +4.1% |
| 1Y | -0.5% | +81.8% | -82.3% | -3.3% |
| All | -0.5% | +81.8% | -82.3% | -3.3% |
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