+5.4%
MOD vs CRS
-14.1%
+19.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -2.7% | +30.5% | +29.5% |
| 7D | +40.4% | +4.8% | +35.7% | +35.8% |
| 30D | -14.0% | -23.2% | +9.2% | +0.6% |
| 3M | -33.3% | -45.5% | +12.2% | -1.5% |
| 6M | -51.4% | -33.1% | -18.3% | -36.2% |
| YTD | +1.6% | -7.2% | +8.8% | +18.1% |
| 1Y | +5.4% | -10.0% | +15.4% | +24.4% |
| All | +5.4% | -14.1% | +19.5% | +24.4% |
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