+38.7%
MOD vs CRS
+85.3%
-46.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | +0.8% |
| 7D | +6.3% | -3.1% | +9.4% | +8.2% |
| 30D | -1.7% | -19.6% | +17.9% | +10.8% |
| 3M | -30.1% | -8.1% | -22.0% | -25.9% |
| 6M | +2.7% | +18.6% | -15.9% | -2.9% |
| YTD | +44.1% | +45.9% | -1.8% | +28.4% |
| 1Y | +38.7% | +82.5% | -43.7% | +18.3% |
| All | +38.7% | +85.3% | -46.6% | +18.3% |
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