+13.2%
IBM vs CRS
-30.0%
+43.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.4% |
| 7D | -0.3% | +7.4% | -7.7% | -0.5% |
| 30D | +6.8% | -21.2% | +28.0% | +7.2% |
| 3M | +4.4% | -43.3% | +47.7% | +6.3% |
| 6M | +13.2% | -29.4% | +42.6% | -1.0% |
| All | +13.2% | -30.0% | +43.2% | -1.0% |
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