+2,841.0%
GE vs CRS
+6,203.6%
-3,362.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +1.1% |
| 7D | +2.7% | +4.8% | -2.1% | +1.0% |
| 30D | +8.1% | -23.2% | +31.3% | +16.3% |
| 3M | -7.9% | -45.5% | +37.7% | +10.5% |
| 6M | +12.9% | -33.1% | +46.0% | +26.2% |
| YTD | +8.2% | -7.2% | +15.4% | +8.4% |
| 1Y | +9.7% | -10.0% | +19.7% | +10.9% |
| 3Y | +266.1% | +332.3% | -66.2% | +115.5% |
| 5Y | +407.4% | +801.9% | -394.5% | +126.0% |
| 10Y | +150.3% | +820.9% | -670.6% | +1.3% |
| All | +2,841.0% | +6,203.6% | -3,362.6% | +491.6% |
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