+358.3%
DELL vs CRS
+79.6%
+278.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.1% | +13.1% | +12.3% |
| 7D | +8.2% | -6.8% | +15.0% | +10.5% |
| 30D | +17.1% | -16.1% | +33.2% | +23.5% |
| 3M | +45.2% | -21.2% | +66.3% | +56.5% |
| 6M | +286.8% | +8.7% | +278.1% | +287.6% |
| YTD | +354.8% | +41.0% | +313.8% | +336.5% |
| 1Y | +358.3% | +82.7% | +275.6% | +314.1% |
| All | +358.3% | +79.6% | +278.7% | +314.1% |
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