+291.3%
IR vs CRS
+1,463.5%
-1,172.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.7% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -15.1% | -16.6% | +1.5% | -9.8% |
| 3M | +6.1% | -3.5% | +9.5% | +6.5% |
| 6M | -16.8% | +15.4% | -32.2% | -21.9% |
| YTD | -3.5% | +51.2% | -54.7% | -18.2% |
| 1Y | -3.5% | +98.3% | -101.8% | -26.7% |
| 3Y | +9.5% | +651.5% | -642.1% | -52.1% |
| 5Y | +45.1% | +1,411.1% | -1,366.0% | -54.4% |
| All | +291.3% | +1,463.5% | -1,172.2% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling