-19.1%
IP vs CRS
+102.1%
-121.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.8% |
| 7D | -5.3% | -0.2% | -5.0% | -5.2% |
| 30D | -10.9% | -16.6% | +5.8% | -6.8% |
| 3M | +11.2% | -3.5% | +14.6% | +11.1% |
| 6M | -10.2% | +15.4% | -25.7% | -14.6% |
| YTD | -2.0% | +51.2% | -53.2% | -11.1% |
| 1Y | -19.1% | +98.3% | -117.4% | -28.3% |
| All | -19.1% | +102.1% | -121.1% | -28.3% |
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 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