-3.5%
IR vs CRS
+102.1%
-105.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.8% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -15.1% | -16.6% | +1.5% | -11.2% |
| 3M | +6.1% | -3.5% | +9.5% | +6.1% |
| 6M | -16.8% | +15.4% | -32.2% | -21.0% |
| YTD | -3.5% | +51.2% | -54.7% | -12.8% |
| 1Y | -3.5% | +98.3% | -101.8% | -17.5% |
| All | -3.5% | +102.1% | -105.5% | -17.5% |
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