+46.9%
SN vs CRS
+83.0%
-36.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -3.4% | -0.5% | -2.8% | -3.3% |
| 30D | -9.1% | -18.1% | +9.0% | -3.9% |
| 3M | +31.8% | -12.4% | +44.2% | +34.9% |
| 6M | +52.0% | +15.9% | +36.1% | +41.4% |
| YTD | +51.3% | +45.8% | +5.5% | +34.7% |
| 1Y | +46.9% | +87.8% | -40.9% | +23.2% |
| All | +46.9% | +83.0% | -36.1% | +23.2% |
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