+57.4%
INTC vs CRS
-3.8%
+61.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.2% | -3.0% |
| 7D | -39.0% | +4.3% | -43.3% | -39.7% |
| 30D | -49.8% | -25.5% | -24.4% | -42.3% |
| 3M | -42.2% | -48.7% | +6.5% | -20.2% |
| 6M | -39.2% | -31.6% | -7.5% | -23.2% |
| YTD | +57.9% | -7.0% | +65.0% | +85.1% |
| 1Y | +57.4% | -4.5% | +61.9% | +82.7% |
| All | +57.4% | -3.8% | +61.2% | +82.7% |
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