-16.8%
MCD vs CRS
+83.0%
-99.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.9% | -0.5% | -2.3% | -2.9% |
| 30D | -6.7% | -18.1% | +11.4% | -7.3% |
| 3M | -9.6% | -12.4% | +2.9% | -10.2% |
| 6M | -22.3% | +15.9% | -38.2% | -22.6% |
| YTD | -15.4% | +45.8% | -61.3% | -15.0% |
| 1Y | -16.8% | +87.8% | -104.6% | -15.6% |
| All | -16.8% | +83.0% | -99.8% | -15.6% |
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