+2.1%
EXC vs CRS
-7.1%
+9.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | 0.0% |
| 7D | -1.9% | +7.4% | -9.3% | -1.7% |
| 30D | +7.8% | -21.2% | +29.0% | +7.0% |
| 3M | +1.9% | -43.3% | +45.1% | +1.1% |
| 6M | +3.4% | -29.4% | +32.8% | +1.9% |
| YTD | +7.6% | -4.7% | +12.3% | +4.1% |
| 1Y | +2.1% | -9.6% | +11.7% | -1.3% |
| All | +2.1% | -7.1% | +9.2% | -1.3% |
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