+16.3%
FIX vs CRS
-7.1%
+23.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -1.7% |
| 7D | +17.0% | +7.4% | +9.6% | +11.9% |
| 30D | -30.6% | -21.2% | -9.4% | -20.3% |
| 3M | -35.0% | -43.3% | +8.2% | -7.9% |
| 6M | -44.0% | -29.4% | -14.6% | -31.6% |
| YTD | +21.1% | -4.7% | +25.8% | +18.7% |
| 1Y | +16.3% | -9.6% | +25.9% | +18.8% |
| All | +16.3% | -7.1% | +23.4% | +18.8% |
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 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