-26.3%
SKHY vs CRS
-52.9%
+26.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | -4.5% | -8.9% | -10.9% |
| 7D | -23.6% | -6.6% | -16.9% | -20.3% |
| 30D | -32.1% | -29.5% | -2.6% | -16.6% |
| 3M | -18.0% | -51.1% | +33.1% | +34.5% |
| All | -26.3% | -52.9% | +26.7% | +23.1% |
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 · Available span rolling