+627.7%
GEV vs CRS
+568.6%
+59.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +3.2% | -0.5% | +3.7% | +3.3% |
| 30D | -4.0% | -18.1% | +14.1% | +4.8% |
| 3M | +3.4% | -12.4% | +15.8% | +9.7% |
| 6M | +14.7% | +15.9% | -1.2% | +6.0% |
| YTD | +45.8% | +45.8% | 0.0% | +20.3% |
| 1Y | +57.4% | +87.8% | -30.4% | +13.4% |
| All | +627.7% | +568.6% | +59.0% | +324.3% |
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 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