+52.3%
GM vs CRS
+102.1%
-49.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | +1.7% | -0.2% | +2.0% | +1.8% |
| 30D | -1.6% | -16.6% | +15.1% | +1.0% |
| 3M | +5.7% | -3.5% | +9.2% | +5.5% |
| 6M | +12.2% | +15.4% | -3.3% | +8.4% |
| YTD | +8.4% | +51.2% | -42.8% | +3.3% |
| 1Y | +52.3% | +98.3% | -46.0% | +42.8% |
| All | +52.3% | +102.1% | -49.8% | +42.8% |
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