+72.5%
SMR vs CRS
+620.4%
-547.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.2% | -3.3% | -4.0% |
| 7D | +4.7% | -4.1% | +8.8% | +7.5% |
| 30D | +3.2% | -16.6% | +19.8% | +16.8% |
| 3M | +9.9% | -14.3% | +24.2% | +21.2% |
| 6M | -15.1% | +11.6% | -26.7% | -23.4% |
| YTD | -27.9% | +42.6% | -70.5% | -46.1% |
| 1Y | -70.2% | +81.8% | -152.1% | -82.0% |
| All | +72.5% | +620.4% | -547.9% | -56.3% |
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