+411.8%
GE vs CRS
+800.5%
-388.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +1.2% |
| 7D | +2.7% | +4.8% | -2.1% | +1.0% |
| 30D | +8.1% | -23.2% | +31.3% | +16.5% |
| 3M | -7.9% | -45.5% | +37.7% | +11.3% |
| 6M | +12.9% | -33.1% | +46.0% | +26.7% |
| YTD | +8.2% | -7.2% | +15.4% | +8.7% |
| 1Y | +9.7% | -10.0% | +19.7% | +11.3% |
| 3Y | +266.1% | +332.3% | -66.2% | +116.2% |
| All | +411.8% | +800.5% | -388.8% | +131.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling