+57.3%
LLY vs CRS
-3.8%
+61.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | +10.1% | +4.3% | +5.7% | +9.8% |
| 30D | +24.0% | -25.5% | +49.5% | +25.5% |
| 3M | +27.3% | -48.7% | +76.0% | +32.7% |
| 6M | +47.0% | -31.6% | +78.6% | +47.0% |
| YTD | +32.6% | -7.0% | +39.6% | +33.0% |
| 1Y | +57.3% | -4.5% | +61.9% | +56.7% |
| All | +57.3% | -3.8% | +61.1% | +56.7% |
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