+43.8%
SO vs CRS
+636.8%
-593.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | 0.0% | -0.5% | +0.6% | 0.0% |
| 30D | -2.5% | -18.1% | +15.6% | -2.6% |
| 3M | -4.2% | -12.4% | +8.3% | -4.3% |
| 6M | -7.7% | +15.9% | -23.6% | -7.8% |
| YTD | +3.8% | +45.8% | -42.0% | +3.6% |
| 1Y | +0.1% | +87.8% | -87.7% | +0.2% |
| All | +43.8% | +636.8% | -593.0% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling