+74.2%
CTAS vs CRS
+355.6%
-281.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.2% |
| 7D | +0.5% | +7.4% | -6.9% | 0.0% |
| 30D | +10.2% | -21.2% | +31.5% | +11.7% |
| 3M | +12.1% | -43.3% | +55.4% | +16.4% |
| 6M | +38.3% | -29.4% | +67.7% | +39.7% |
| YTD | +21.9% | -4.7% | +26.6% | +18.8% |
| 1Y | +24.0% | -9.6% | +33.6% | +21.5% |
| All | +74.2% | +355.6% | -281.4% | +38.9% |
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