-4.6%
IP vs CRS
-14.1%
+9.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +2.1% |
| 7D | -0.3% | +4.8% | -5.1% | -1.6% |
| 30D | +7.9% | -23.2% | +31.1% | +14.3% |
| 3M | -15.3% | -45.5% | +30.2% | -0.2% |
| 6M | +10.5% | -33.1% | +43.6% | +19.4% |
| YTD | -9.4% | -7.2% | -2.2% | -12.1% |
| 1Y | -4.6% | -10.0% | +5.4% | -6.7% |
| All | -4.6% | -14.1% | +9.4% | -6.7% |
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