+1,704.0%
GS vs CRS
+2,988.8%
-1,284.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -3.2% | -1.7% | -1.5% | -2.6% |
| 30D | -2.4% | -28.8% | +26.4% | +8.7% |
| 3M | -15.7% | -50.0% | +34.3% | +6.1% |
| 6M | -6.8% | -39.2% | +32.4% | +8.9% |
| YTD | -0.1% | -11.4% | +11.4% | +1.1% |
| 1Y | +12.1% | -11.7% | +23.8% | +13.2% |
| 3Y | +185.8% | +319.6% | -133.9% | +56.6% |
| 5Y | +140.1% | +794.8% | -654.7% | -6.2% |
| 10Y | +505.2% | +926.9% | -421.7% | +95.4% |
| All | +1,704.0% | +2,988.8% | -1,284.8% | +221.9% |
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