+24.2%
FIX vs CRS
-14.1%
+38.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | +0.3% |
| 7D | +9.4% | +4.8% | +4.7% | +6.3% |
| 30D | -27.8% | -23.2% | -4.6% | -15.8% |
| 3M | -35.6% | -45.5% | +10.0% | -6.7% |
| 6M | -45.2% | -33.1% | -12.1% | -30.7% |
| YTD | +19.5% | -7.2% | +26.7% | +20.6% |
| 1Y | +24.2% | -10.0% | +34.3% | +28.1% |
| All | +24.2% | -14.1% | +38.3% | +28.1% |
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