-27.5%
ON vs CRS
+636.8%
-664.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.9% | -0.5% | -1.3% | -1.6% |
| 30D | -11.0% | -18.1% | +7.1% | -3.7% |
| 3M | -39.3% | -12.4% | -26.9% | -35.9% |
| 6M | +19.8% | +15.9% | +3.9% | +13.1% |
| YTD | +31.1% | +45.8% | -14.7% | +12.9% |
| 1Y | +46.0% | +87.8% | -41.8% | +11.9% |
| All | -27.5% | +636.8% | -664.2% | -64.7% |
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