-16.7%
IBM vs CRS
-14.1%
-2.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.0% |
| 7D | +1.6% | +4.8% | -3.2% | +1.7% |
| 30D | +9.2% | -23.2% | +32.4% | +8.4% |
| 3M | +4.9% | -45.5% | +50.4% | +3.0% |
| 6M | +16.8% | -33.1% | +49.9% | +14.2% |
| YTD | -14.3% | -7.2% | -7.1% | -11.4% |
| 1Y | -16.7% | -10.0% | -6.7% | -13.7% |
| All | -16.7% | -14.1% | -2.6% | -13.7% |
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 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