+86.2%
SU vs CRS
-3.8%
+90.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -3.0% | -4.6% |
| 7D | -7.1% | +4.3% | -11.4% | -6.8% |
| 30D | +4.8% | -25.5% | +30.2% | +3.1% |
| 3M | +12.5% | -48.7% | +61.2% | +7.2% |
| 6M | +6.5% | -31.6% | +38.1% | +3.7% |
| YTD | +65.8% | -7.0% | +72.8% | +57.6% |
| 1Y | +86.2% | -4.5% | +90.7% | +75.6% |
| All | +86.2% | -3.8% | +90.0% | +75.6% |
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 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