+5.7%
O vs CRS
+81.8%
-76.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.9% |
| 7D | -3.5% | -4.1% | +0.6% | -3.5% |
| 30D | -3.3% | -16.6% | +13.3% | -3.2% |
| 3M | -2.8% | -14.3% | +11.4% | -3.1% |
| 6M | -5.8% | +11.6% | -17.4% | -7.1% |
| YTD | +9.4% | +42.6% | -33.2% | +7.2% |
| 1Y | +5.7% | +81.8% | -76.1% | +3.8% |
| All | +5.7% | +81.8% | -76.2% | +3.8% |
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