+7.5%
SMR vs CRS
+1,139.9%
-1,132.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +13.1% | -0.5% | +13.6% | +13.0% |
| 30D | +17.8% | -18.1% | +35.9% | +30.8% |
| 3M | +8.1% | -12.4% | +20.5% | +15.6% |
| 6M | -11.1% | +15.9% | -27.0% | -19.0% |
| YTD | -23.7% | +45.8% | -69.5% | -39.0% |
| 1Y | -69.4% | +87.8% | -157.2% | -79.1% |
| 3Y | +82.6% | +648.7% | -566.1% | -26.0% |
| All | +7.5% | +1,139.9% | -1,132.5% | -63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling