+455.3%
SN vs CRS
+427.9%
+27.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.7% | -6.8% | -0.2% |
| 7D | +7.6% | +4.9% | +2.7% | +5.8% |
| 30D | +24.1% | -20.8% | +44.9% | +32.1% |
| 3M | +23.7% | -46.4% | +70.2% | +50.6% |
| 6M | +105.5% | -28.6% | +134.1% | +122.4% |
| YTD | +105.1% | -2.8% | +107.9% | +97.5% |
| 1Y | +148.3% | -6.7% | +155.0% | +142.2% |
| 3Y | +438.7% | +368.0% | +70.7% | +212.9% |
| All | +455.3% | +427.9% | +27.5% | +195.6% |
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