+17.1%
D vs CRS
-9.8%
+27.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.1% |
| 7D | +2.4% | +0.2% | +2.2% | +2.4% |
| 30D | +10.9% | -22.9% | +33.8% | +10.4% |
| 3M | +2.8% | -46.8% | +49.7% | +3.0% |
| 6M | +12.7% | -30.4% | +43.1% | +11.8% |
| YTD | +20.3% | -5.4% | +25.7% | +17.5% |
| 1Y | +17.1% | -9.0% | +26.1% | +14.2% |
| All | +17.1% | -9.8% | +27.0% | +14.2% |
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