+46.0%
F vs CRS
+343.5%
-297.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.7% | +0.5% |
| 7D | -3.1% | +4.8% | -7.9% | -3.9% |
| 30D | 0.0% | -23.2% | +23.2% | +3.6% |
| 3M | -13.2% | -45.5% | +32.3% | -4.9% |
| 6M | -10.2% | -33.1% | +22.9% | -5.4% |
| YTD | -4.9% | -7.2% | +2.3% | -5.0% |
| 1Y | -6.1% | -10.0% | +3.9% | -5.8% |
| 3Y | +46.0% | +332.3% | -286.3% | +18.5% |
| All | +46.0% | +343.5% | -297.5% | +18.5% |
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