+119.5%
RF vs CRS
+343.5%
-223.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.8% |
| 7D | +1.9% | +4.8% | -2.8% | +0.9% |
| 30D | +7.3% | -23.2% | +30.5% | +12.5% |
| 3M | -7.9% | -45.5% | +37.6% | +4.3% |
| 6M | +10.5% | -33.1% | +43.6% | +18.1% |
| YTD | +9.6% | -7.2% | +16.9% | +6.9% |
| 1Y | +20.3% | -10.0% | +30.3% | +18.0% |
| 3Y | +119.5% | +332.3% | -212.8% | +41.2% |
| All | +119.5% | +343.5% | -223.9% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling