+116.4%
RF vs CRS
+354.4%
-238.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.2% |
| 7D | +0.3% | +0.2% | +0.1% | +0.2% |
| 30D | +6.2% | -22.9% | +29.1% | +11.2% |
| 3M | -7.8% | -46.8% | +39.0% | +4.9% |
| 6M | +5.9% | -30.4% | +36.4% | +12.2% |
| YTD | +9.0% | -5.4% | +14.4% | +5.9% |
| 1Y | +19.3% | -9.0% | +28.2% | +16.8% |
| 3Y | +116.4% | +352.2% | -235.7% | +38.7% |
| All | +116.4% | +354.4% | -238.0% | +38.7% |
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