+337.2%
IR vs CRS
+885.8%
-548.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.9% |
| 7D | +4.3% | +7.4% | -3.2% | +1.6% |
| 30D | +8.1% | -21.2% | +29.3% | +16.4% |
| 3M | +0.7% | -43.3% | +44.0% | +21.1% |
| 6M | +16.6% | -29.4% | +46.0% | +28.8% |
| YTD | +7.8% | -4.7% | +12.5% | +6.1% |
| 1Y | +9.9% | -9.6% | +19.5% | +10.1% |
| 3Y | +25.2% | +355.5% | -330.2% | -35.2% |
| 5Y | +46.8% | +826.6% | -779.8% | -45.5% |
| All | +337.2% | +885.8% | -548.6% | +35.3% |
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