+992.6%
HOOD vs CRS
+653.3%
+339.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.5% | -0.4% | -1.9% |
| 7D | +13.4% | -3.1% | +16.4% | +15.4% |
| 30D | +25.8% | -19.6% | +45.4% | +41.8% |
| 3M | +38.0% | -8.1% | +46.1% | +44.1% |
| 6M | +52.2% | +18.6% | +33.6% | +37.0% |
| YTD | +3.7% | +45.9% | -42.1% | -17.7% |
| 1Y | +0.1% | +82.5% | -82.4% | -32.1% |
| 3Y | +992.6% | +648.9% | +343.7% | +307.0% |
| All | +992.6% | +653.3% | +339.3% | +307.0% |
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