-20.0%
DOW vs CRS
+355.6%
-375.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.1% |
| 7D | +3.7% | +7.4% | -3.8% | +2.7% |
| 30D | +16.3% | -21.2% | +37.5% | +19.2% |
| 3M | +9.7% | -43.3% | +53.0% | +18.1% |
| 6M | -14.1% | -29.4% | +15.3% | -12.3% |
| YTD | +46.6% | -4.7% | +51.3% | +36.4% |
| 1Y | +56.8% | -9.6% | +66.4% | +47.7% |
| All | -20.0% | +355.6% | -375.6% | -42.9% |
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