+2,883.5%
GE vs CRS
+10,171.0%
-7,287.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.6% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | -11.6% | -16.6% | +5.1% | -6.4% |
| 3M | +3.0% | -3.5% | +6.5% | +3.7% |
| 6M | -0.5% | +15.4% | -16.0% | -5.5% |
| YTD | +9.7% | +51.2% | -41.5% | -4.7% |
| 1Y | +20.0% | +98.3% | -78.3% | -5.5% |
| 3Y | +275.8% | +651.5% | -375.7% | +87.0% |
| 5Y | +429.1% | +1,411.1% | -982.0% | +102.0% |
| 10Y | +151.2% | +1,424.3% | -1,273.2% | -13.1% |
| All | +2,883.5% | +10,171.0% | -7,287.5% | +419.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling