+319.5%
SN vs CRS
+721.3%
-401.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.6% |
| 7D | -9.3% | -0.2% | -9.1% | -9.3% |
| 30D | -4.8% | -16.6% | +11.8% | +1.4% |
| 3M | +40.4% | -3.5% | +43.9% | +40.3% |
| 6M | +50.9% | +15.4% | +35.5% | +40.6% |
| YTD | +54.9% | +51.2% | +3.7% | +30.5% |
| 1Y | +43.0% | +98.3% | -55.3% | +7.3% |
| 3Y | +391.8% | +651.5% | -259.7% | +141.6% |
| All | +319.5% | +721.3% | -401.8% | +95.4% |
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