+13,164.2%
GOOG vs CRS
+3,080.8%
+10,083.4%
-65.3%
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 | -1.6% | -0.5% | -1.0% | -1.4% |
| 30D | -7.7% | -18.1% | +10.4% | -3.3% |
| 3M | -9.3% | -12.4% | +3.1% | -6.9% |
| 6M | +7.4% | +15.9% | -8.5% | +2.6% |
| YTD | +4.9% | +45.8% | -41.0% | -5.9% |
| 1Y | +37.2% | +87.8% | -50.5% | +14.5% |
| 3Y | +141.6% | +648.7% | -507.1% | +37.2% |
| 5Y | +128.8% | +1,416.6% | -1,287.9% | +4.1% |
| 10Y | +772.7% | +1,412.7% | -640.0% | +243.3% |
| All | +13,164.2% | +3,080.8% | +10,083.4% | +3,402.5% |
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