+51.2%
MSFT vs CRS
+653.3%
-602.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.4% | -0.8% |
| 7D | -1.4% | -3.1% | +1.7% | -1.1% |
| 30D | -1.0% | -19.6% | +18.6% | +1.0% |
| 3M | +20.2% | -8.1% | +28.3% | +20.2% |
| 6M | +21.3% | +18.6% | +2.7% | +16.7% |
| YTD | +2.8% | +45.9% | -43.1% | -4.3% |
| 1Y | 0.0% | +82.5% | -82.5% | -10.7% |
| 3Y | +51.2% | +648.9% | -597.7% | +12.9% |
| All | +51.2% | +653.3% | -602.0% | +12.9% |
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