+13.6%
MCHP vs CRS
+18.9%
-5.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.3% | -0.5% | +0.9% | +0.6% |
| 30D | -9.8% | -18.1% | +8.3% | +0.5% |
| 3M | -19.7% | -12.4% | -7.3% | -12.2% |
| 6M | +13.6% | +15.9% | -2.4% | +8.2% |
| All | +13.6% | +18.9% | -5.4% | +8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling