+29.2%
DOW vs CRS
+102.1%
-72.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.1% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | +0.4% | -16.6% | +17.0% | +1.2% |
| 3M | -14.4% | -3.5% | -10.9% | -15.4% |
| 6M | -7.0% | +15.4% | -22.4% | -10.9% |
| YTD | +30.2% | +51.2% | -21.0% | +12.8% |
| 1Y | +29.2% | +98.3% | -69.1% | -2.3% |
| All | +29.2% | +102.1% | -72.8% | -2.3% |
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