+9.7%
O vs CRS
-14.1%
+23.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +1.9% | -0.8% |
| 7D | -0.4% | +4.8% | -5.1% | -0.3% |
| 30D | +7.1% | -23.2% | +30.3% | +6.8% |
| 3M | -5.2% | -45.5% | +40.3% | -5.1% |
| 6M | -1.8% | -33.1% | +31.3% | -3.5% |
| YTD | +9.1% | -7.2% | +16.3% | +4.6% |
| 1Y | +9.7% | -10.0% | +19.7% | +5.3% |
| All | +9.7% | -14.1% | +23.8% | +5.3% |
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