+262.7%
GE vs CRS
+636.8%
-374.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | -11.3% | -18.1% | +6.8% | -5.2% |
| 3M | -1.4% | -12.4% | +11.0% | +2.6% |
| 6M | +1.2% | +15.9% | -14.7% | -4.2% |
| YTD | +5.9% | +45.8% | -39.9% | -6.8% |
| 1Y | +18.4% | +87.8% | -69.3% | -4.6% |
| All | +262.7% | +636.8% | -374.0% | +106.0% |
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