+138.0%
HOOD vs CRS
+840.5%
-702.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -1.1% |
| 7D | -5.1% | +0.2% | -5.3% | -5.2% |
| 30D | -25.4% | -22.9% | -2.5% | -16.4% |
| 3M | -14.0% | -46.8% | +32.9% | +16.0% |
| 6M | +5.6% | -30.4% | +36.0% | +24.1% |
| YTD | -28.1% | -5.4% | -22.7% | -28.5% |
| 1Y | -40.1% | -9.0% | -31.2% | -39.4% |
| 3Y | +888.2% | +352.2% | +536.1% | +373.4% |
| All | +138.0% | +840.5% | -702.5% | -21.7% |
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