+14.2%
D vs CRS
+81.8%
-67.7%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | -0.1% |
| 7D | -1.6% | -4.1% | +2.5% | -1.6% |
| 30D | -3.5% | -16.6% | +13.1% | -3.3% |
| 3M | -1.6% | -14.3% | +12.7% | -1.6% |
| 6M | +5.8% | +11.6% | -5.8% | +5.2% |
| YTD | +14.5% | +42.6% | -28.1% | +13.4% |
| 1Y | +14.2% | +81.8% | -67.7% | +13.6% |
| All | +14.2% | +81.8% | -67.7% | +13.6% |
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