+23.4%
REGN vs CRS
+1,363.4%
-1,340.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.4% |
| 7D | -5.6% | -6.8% | +1.2% | -4.8% |
| 30D | -2.0% | -16.1% | +14.2% | -0.1% |
| 3M | +28.0% | -21.2% | +49.1% | +30.9% |
| 6M | +1.2% | +8.7% | -7.5% | -1.0% |
| YTD | +1.6% | +41.0% | -39.3% | -3.6% |
| 1Y | +38.2% | +82.7% | -44.4% | +26.5% |
| 3Y | -5.4% | +604.8% | -610.1% | -28.6% |
| All | +23.4% | +1,363.4% | -1,340.0% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling