+83.0%
IBM vs CRS
+363.7%
-280.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.0% | +1.4% |
| 7D | -1.7% | +4.4% | -6.1% | -2.0% |
| 30D | +10.1% | -19.1% | +29.2% | +11.2% |
| 3M | +4.8% | -43.2% | +48.1% | +8.2% |
| 6M | +12.6% | -28.9% | +41.5% | +13.9% |
| YTD | -13.9% | -3.0% | -10.9% | -15.1% |
| 1Y | -18.7% | -5.3% | -13.4% | -19.7% |
| All | +83.0% | +363.7% | -280.6% | +71.1% |
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