-33.5%
MOD vs CRS
-7.4%
-26.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +9.7% | +0.2% | +3.5% |
| 7D | -13.9% | +4.9% | -18.9% | -16.3% |
| 30D | -41.5% | -20.8% | -20.7% | -32.5% |
| 3M | -45.7% | -46.4% | +0.7% | -18.1% |
| 6M | -61.1% | -28.6% | -32.6% | -50.8% |
| YTD | -20.5% | -2.8% | -17.7% | -11.9% |
| All | -33.5% | -7.4% | -26.1% | -24.5% |
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