-8.4%
T vs CRS
+81.8%
-90.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.4% |
| 7D | -2.4% | -4.1% | +1.7% | -2.8% |
| 30D | +4.3% | -16.6% | +20.9% | +2.6% |
| 3M | +11.6% | -14.3% | +25.8% | +9.9% |
| 6M | -5.6% | +11.6% | -17.2% | -4.7% |
| YTD | +6.6% | +42.6% | -36.0% | +9.7% |
| 1Y | -8.4% | +81.8% | -90.2% | -2.9% |
| All | -8.4% | +81.8% | -90.2% | -2.9% |
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