+636.7%
DELL vs CRS
+620.4%
+16.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.2% | -3.1% | -4.5% |
| 7D | -1.9% | -4.1% | +2.2% | -0.4% |
| 30D | +14.9% | -16.6% | +31.5% | +22.7% |
| 3M | +37.2% | -14.3% | +51.5% | +45.5% |
| 6M | +254.0% | +11.6% | +242.4% | +240.8% |
| YTD | +306.1% | +42.6% | +263.6% | +256.0% |
| 1Y | +312.3% | +81.8% | +230.5% | +225.0% |
| All | +636.7% | +620.4% | +16.3% | +317.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling