+26.4%
P vs CRS
+102.1%
-75.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.8% |
| 7D | +6.5% | -0.2% | +6.8% | +6.6% |
| 30D | +18.8% | -16.6% | +35.5% | +26.0% |
| 3M | +26.7% | -3.5% | +30.2% | +28.3% |
| 6M | +62.2% | +15.4% | +46.7% | +53.6% |
| YTD | +48.5% | +51.2% | -2.7% | +29.5% |
| 1Y | +26.4% | +98.3% | -71.9% | +5.0% |
| All | +26.4% | +102.1% | -75.7% | +5.0% |
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