+31.6%
HPQ vs CRS
+79.6%
-48.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -1.1% | +9.5% | +8.4% |
| 7D | +9.8% | -6.8% | +16.5% | +10.0% |
| 30D | +22.4% | -16.1% | +38.5% | +23.0% |
| 3M | +45.2% | -21.2% | +66.3% | +45.8% |
| 6M | +96.4% | +8.7% | +87.7% | +95.5% |
| YTD | +65.4% | +41.0% | +24.4% | +62.9% |
| 1Y | +31.6% | +82.7% | -51.1% | +26.2% |
| All | +31.6% | +79.6% | -48.0% | +26.2% |
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