+138.3%
GOOGL vs CRS
+1,358.7%
-1,220.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.0% |
| 7D | -2.8% | -4.1% | +1.3% | -2.1% |
| 30D | -3.2% | -16.6% | +13.4% | +0.1% |
| 3M | -6.6% | -14.3% | +7.7% | -4.3% |
| 6M | +8.5% | +11.6% | -3.1% | +5.3% |
| YTD | +6.5% | +42.6% | -36.1% | -1.8% |
| 1Y | +39.4% | +81.8% | -42.4% | +21.6% |
| 3Y | +146.2% | +632.1% | -485.9% | +55.4% |
| 5Y | +138.3% | +1,401.6% | -1,263.3% | +25.6% |
| All | +138.3% | +1,358.7% | -1,220.4% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling