+14.4%
FIX vs CRS
-3.8%
+18.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -1.6% | -13.5% | -14.1% |
| 7D | -18.9% | +4.3% | -23.2% | -20.9% |
| 30D | -36.3% | -25.5% | -10.8% | -24.4% |
| 3M | -38.5% | -48.7% | +10.2% | -7.6% |
| 6M | -42.3% | -31.6% | -10.6% | -28.4% |
| YTD | +17.1% | -7.0% | +24.1% | +16.8% |
| 1Y | +14.4% | -4.5% | +18.9% | +11.9% |
| All | +14.4% | -3.8% | +18.2% | +11.9% |
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 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