+33.9%
IBKR vs CRS
+12.0%
+21.8%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.6% |
| 7D | -1.3% | -6.8% | +5.4% | +1.3% |
| 30D | -0.2% | -16.1% | +15.9% | +6.5% |
| 3M | +3.0% | -21.2% | +24.1% | +12.2% |
| 6M | +33.9% | +8.7% | +25.2% | +25.9% |
| All | +33.9% | +12.0% | +21.8% | +25.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling