-35.9%
HOOD vs CRS
-14.1%
-21.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.6% | -3.1% |
| 7D | -3.8% | +4.8% | -8.5% | -5.7% |
| 30D | -23.0% | -23.2% | +0.2% | -14.6% |
| 3M | -21.6% | -45.5% | +23.9% | +1.5% |
| 6M | +1.4% | -33.1% | +34.6% | +20.9% |
| YTD | -31.2% | -7.2% | -24.0% | -23.4% |
| 1Y | -35.9% | -10.0% | -25.9% | -28.1% |
| All | -35.9% | -14.1% | -21.9% | -28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling