+143.8%
GOOGL vs CRS
+636.8%
-493.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -1.9% | -0.5% | -1.3% | -1.8% |
| 30D | -7.5% | -18.1% | +10.6% | -4.6% |
| 3M | -9.2% | -12.4% | +3.3% | -7.6% |
| 6M | +8.1% | +15.9% | -7.9% | +5.0% |
| YTD | +5.8% | +45.8% | -40.0% | -0.8% |
| 1Y | +38.3% | +87.8% | -49.4% | +24.0% |
| All | +143.8% | +636.8% | -493.0% | +86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling