+3,634.3%
REGN vs CRS
+7,797.2%
-4,163.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.2% |
| 7D | -5.6% | -6.8% | +1.2% | -3.9% |
| 30D | -2.0% | -16.1% | +14.2% | +2.3% |
| 3M | +28.0% | -21.2% | +49.1% | +34.7% |
| 6M | +1.2% | +8.7% | -7.5% | -2.6% |
| YTD | +1.6% | +41.0% | -39.3% | -8.9% |
| 1Y | +38.2% | +82.7% | -44.4% | +14.3% |
| 3Y | -5.4% | +604.8% | -610.1% | -48.2% |
| 5Y | +21.3% | +1,384.7% | -1,363.4% | -49.1% |
| 10Y | +105.2% | +1,362.3% | -1,257.1% | -29.3% |
| All | +3,634.3% | +7,797.2% | -4,163.0% | +558.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling