+289.3%
INTC vs CRS
+102.1%
+187.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +3.8% |
| 7D | +7.1% | -0.2% | +7.3% | +7.2% |
| 30D | -5.2% | -16.6% | +11.4% | +2.0% |
| 3M | -14.3% | -3.5% | -10.8% | -10.9% |
| 6M | +110.2% | +15.4% | +94.7% | +106.0% |
| YTD | +159.6% | +51.2% | +108.4% | +141.7% |
| 1Y | +289.3% | +98.3% | +191.0% | +240.9% |
| All | +289.3% | +102.1% | +187.2% | +240.9% |
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