+130.7%
FIX vs CRS
+85.3%
+45.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.5% | +5.9% | +4.3% |
| 7D | +6.1% | -3.1% | +9.1% | +7.8% |
| 30D | -2.7% | -19.6% | +16.9% | +9.7% |
| 3M | -10.9% | -8.1% | -2.9% | -6.5% |
| 6M | +29.0% | +18.6% | +10.4% | +16.7% |
| YTD | +76.9% | +45.9% | +31.0% | +45.4% |
| 1Y | +130.7% | +82.5% | +48.3% | +79.7% |
| All | +130.7% | +85.3% | +45.4% | +79.7% |
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