+51.3%
GEV vs CRS
+79.6%
-28.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +4.0% |
| 7D | +1.6% | -6.8% | +8.4% | +4.0% |
| 30D | -7.9% | -16.1% | +8.2% | -2.2% |
| 3M | +5.6% | -21.2% | +26.8% | +15.1% |
| 6M | +13.1% | +8.7% | +4.4% | +10.1% |
| YTD | +46.7% | +41.0% | +5.8% | +33.4% |
| 1Y | +51.3% | +82.7% | -31.4% | +32.4% |
| All | +51.3% | +79.6% | -28.3% | +32.4% |
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