+148.0%
SN vs CRS
-14.1%
+162.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.7% | +5.5% | +3.5% |
| 7D | +1.5% | +4.8% | -3.2% | +0.3% |
| 30D | +21.5% | -23.2% | +44.7% | +28.1% |
| 3M | +20.0% | -45.5% | +65.6% | +40.1% |
| 6M | +119.9% | -33.1% | +153.0% | +132.4% |
| YTD | +102.3% | -7.2% | +109.5% | +100.8% |
| 1Y | +148.0% | -10.0% | +158.0% | +147.7% |
| All | +148.0% | -14.1% | +162.1% | +147.7% |
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