+25.1%
RF vs CRS
-3.8%
+28.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.7% |
| 7D | +2.3% | +4.3% | -2.1% | +1.7% |
| 30D | +7.2% | -25.5% | +32.7% | +10.7% |
| 3M | -8.2% | -48.7% | +40.5% | +0.3% |
| 6M | +7.0% | -31.6% | +38.7% | +10.0% |
| YTD | +10.3% | -7.0% | +17.3% | +6.4% |
| 1Y | +25.1% | -4.5% | +29.6% | +19.5% |
| All | +25.1% | -3.8% | +28.9% | +19.5% |
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 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