+143.3%
DELL vs CRS
-3.8%
+147.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.6% | -7.3% | -8.3% |
| 7D | -24.6% | +4.3% | -28.9% | -25.6% |
| 30D | -32.5% | -25.5% | -7.0% | -25.7% |
| 3M | -20.2% | -48.7% | +28.5% | -0.1% |
| 6M | +76.5% | -31.6% | +108.1% | +108.2% |
| YTD | +198.9% | -7.0% | +206.0% | +241.2% |
| 1Y | +143.3% | -4.5% | +147.8% | +177.0% |
| All | +143.3% | -3.8% | +147.1% | +177.0% |
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