+32.3%
MSCI vs CRS
+365.2%
-332.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.7% | -8.9% | +0.4% |
| 7D | +1.5% | +4.9% | -3.5% | +1.2% |
| 30D | +14.4% | -20.8% | +35.2% | +15.4% |
| 3M | +15.2% | -46.4% | +61.6% | +19.0% |
| 6M | +11.2% | -28.6% | +39.8% | +11.6% |
| YTD | +13.9% | -2.8% | +16.8% | +9.9% |
| 1Y | +12.5% | -6.7% | +19.2% | +9.0% |
| 3Y | +32.3% | +368.0% | -335.7% | +0.4% |
| All | +32.3% | +365.2% | -332.9% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling