+72.4%
IBM vs CRS
+653.3%
-580.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.9% |
| 7D | +0.3% | -3.1% | +3.4% | +0.5% |
| 30D | -1.5% | -19.6% | +18.1% | 0.0% |
| 3M | -16.8% | -8.1% | -8.7% | -16.7% |
| 6M | -9.0% | +18.6% | -27.6% | -11.0% |
| YTD | -20.1% | +45.9% | -65.9% | -23.3% |
| 1Y | -7.0% | +82.5% | -89.5% | -13.2% |
| 3Y | +72.4% | +648.9% | -576.5% | +39.3% |
| All | +72.4% | +653.3% | -580.9% | +39.3% |
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