-85.6%
SMR vs CRS
-3.8%
-81.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -3.6% |
| 7D | -9.5% | +4.3% | -13.8% | -11.6% |
| 30D | -33.2% | -25.5% | -7.7% | -22.5% |
| 3M | -45.9% | -48.7% | +2.8% | -20.4% |
| 6M | -57.9% | -31.6% | -26.3% | -50.0% |
| YTD | -63.8% | -7.0% | -56.8% | -67.6% |
| 1Y | -85.6% | -4.5% | -81.1% | -87.4% |
| All | -85.6% | -3.8% | -81.8% | -87.4% |
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