+25.3%
F vs CRS
+85.3%
-60.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.5% | -0.7% | -3.5% |
| 7D | +1.2% | -3.1% | +4.2% | +1.8% |
| 30D | +1.2% | -19.6% | +20.8% | +5.5% |
| 3M | -5.7% | -8.1% | +2.4% | -4.8% |
| 6M | +17.9% | +18.6% | -0.6% | +12.8% |
| YTD | +10.4% | +45.9% | -35.5% | +2.6% |
| 1Y | +25.3% | +82.5% | -57.1% | +15.1% |
| All | +25.3% | +85.3% | -60.0% | +15.1% |
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