+78.9%
INFY vs CRS
+1,392.1%
-1,313.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.7% |
| 7D | -5.4% | -6.8% | +1.4% | -4.2% |
| 30D | -9.9% | -16.1% | +6.3% | -7.2% |
| 3M | -4.6% | -21.2% | +16.6% | -1.2% |
| 6M | -18.5% | +8.7% | -27.1% | -20.9% |
| YTD | -36.5% | +41.0% | -77.5% | -41.7% |
| 1Y | -32.8% | +82.7% | -115.4% | -41.6% |
| 3Y | -32.2% | +604.8% | -637.0% | -56.5% |
| 5Y | -44.7% | +1,384.7% | -1,429.4% | -70.7% |
| All | +78.9% | +1,392.1% | -1,313.2% | -14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling