+240.0%
GM vs CRS
+1,521.9%
-1,281.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +5.0% | +3.6% |
| 7D | -1.1% | -4.1% | +3.1% | +0.4% |
| 30D | -3.4% | -16.6% | +13.2% | +2.8% |
| 3M | +8.7% | -14.3% | +23.0% | +13.6% |
| 6M | +15.4% | +11.6% | +3.8% | +9.0% |
| YTD | +6.6% | +42.6% | -36.0% | -8.8% |
| 1Y | +51.5% | +81.8% | -30.3% | +16.4% |
| 3Y | +169.3% | +632.1% | -462.7% | +11.8% |
| 5Y | +81.6% | +1,401.6% | -1,320.1% | -46.7% |
| 10Y | +240.7% | +1,379.0% | -1,138.4% | -13.8% |
| All | +240.0% | +1,521.9% | -1,281.9% | -18.2% |
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