+158.9%
SN vs CRS
-3.8%
+162.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.6% | +5.7% | +4.5% |
| 7D | +10.6% | +4.3% | +6.3% | +9.4% |
| 30D | +20.0% | -25.5% | +45.5% | +27.9% |
| 3M | +30.4% | -48.7% | +79.1% | +55.8% |
| 6M | +91.0% | -31.6% | +122.6% | +100.5% |
| YTD | +95.9% | -7.0% | +103.0% | +93.2% |
| 1Y | +158.9% | -4.5% | +163.4% | +153.0% |
| All | +158.9% | -3.8% | +162.7% | +153.0% |
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 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