+10.3%
P vs CRS
-9.8%
+20.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | +0.3% |
| 7D | -13.3% | +0.2% | -13.5% | -13.2% |
| 30D | -34.0% | -22.9% | -11.1% | -27.4% |
| 3M | +4.1% | -46.8% | +50.9% | +32.3% |
| 6M | +30.5% | -30.4% | +60.9% | +49.5% |
| YTD | +52.2% | -5.4% | +57.5% | +48.3% |
| 1Y | +10.3% | -9.0% | +19.3% | +10.9% |
| All | +10.3% | -9.8% | +20.1% | +10.9% |
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