+22.5%
P vs CRS
+83.0%
-60.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +5.0% | -0.5% | +5.6% | +5.2% |
| 30D | -0.9% | -18.1% | +17.2% | +5.7% |
| 3M | +38.7% | -12.4% | +51.1% | +45.0% |
| 6M | +54.4% | +15.9% | +38.5% | +46.1% |
| YTD | +44.8% | +45.8% | -1.0% | +27.7% |
| 1Y | +22.5% | +87.8% | -65.2% | +3.1% |
| All | +22.5% | +83.0% | -60.5% | +3.1% |
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