-32.6%
MOD vs CRS
-3.8%
-28.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -1.6% | -19.9% | -20.4% |
| 7D | -31.3% | +4.3% | -35.7% | -33.2% |
| 30D | -46.1% | -25.5% | -20.6% | -35.1% |
| 3M | -51.1% | -48.7% | -2.4% | -23.9% |
| 6M | -62.1% | -31.6% | -30.4% | -50.7% |
| YTD | -26.2% | -7.0% | -19.1% | -16.5% |
| 1Y | -32.6% | -4.5% | -28.1% | -25.4% |
| All | -32.6% | -3.8% | -28.8% | -25.4% |
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