+47.6%
F vs CRS
+683.5%
-635.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.2% |
| 7D | +5.3% | -0.2% | +5.6% | +5.4% |
| 30D | +4.6% | -16.6% | +21.2% | +7.8% |
| 3M | -3.7% | -3.5% | -0.2% | -3.5% |
| 6M | +16.8% | +15.4% | +1.4% | +13.0% |
| YTD | +15.3% | +51.2% | -35.9% | +6.7% |
| 1Y | +31.0% | +98.3% | -67.3% | +15.9% |
| All | +47.6% | +683.5% | -635.8% | +1.8% |
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