+23.9%
IR vs CRS
+343.5%
-319.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.4% |
| 7D | +2.5% | +4.8% | -2.2% | +1.2% |
| 30D | +9.2% | -23.2% | +32.3% | +15.9% |
| 3M | +0.9% | -45.5% | +46.5% | +16.6% |
| 6M | +19.2% | -33.1% | +52.4% | +30.0% |
| YTD | +7.5% | -7.2% | +14.7% | +7.9% |
| 1Y | +11.7% | -10.0% | +21.8% | +12.9% |
| 3Y | +23.9% | +332.3% | -308.4% | -6.9% |
| All | +23.9% | +343.5% | -319.6% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling