+319.1%
DELL vs CRS
+102.1%
+217.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.0% |
| 7D | +14.9% | -0.2% | +15.1% | +14.9% |
| 30D | +13.3% | -16.6% | +29.9% | +19.7% |
| 3M | +24.4% | -3.5% | +27.9% | +27.4% |
| 6M | +258.0% | +15.4% | +242.6% | +252.1% |
| YTD | +320.2% | +51.2% | +269.0% | +295.7% |
| 1Y | +319.1% | +98.3% | +220.8% | +276.7% |
| All | +319.1% | +102.1% | +217.0% | +276.7% |
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