+47.6%
ON vs CRS
-3.8%
+51.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.2% |
| 7D | -5.8% | +4.3% | -10.1% | -7.5% |
| 30D | -17.1% | -25.5% | +8.4% | -7.1% |
| 3M | -11.8% | -48.7% | +36.9% | +16.5% |
| 6M | -30.2% | -31.6% | +1.4% | -16.8% |
| YTD | +31.6% | -7.0% | +38.6% | +44.4% |
| 1Y | +47.6% | -4.5% | +52.1% | +61.1% |
| All | +47.6% | -3.8% | +51.4% | +61.1% |
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