+3.7%
U vs CRS
+102.1%
-98.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.1% |
| 7D | -3.8% | -0.2% | -3.6% | -3.8% |
| 30D | +17.5% | -16.6% | +34.1% | +18.6% |
| 3M | +38.7% | -3.5% | +42.2% | +37.5% |
| 6M | +104.4% | +15.4% | +89.0% | +98.3% |
| YTD | -5.7% | +51.2% | -56.9% | -12.3% |
| 1Y | +3.7% | +98.3% | -94.6% | -8.9% |
| All | +3.7% | +102.1% | -98.4% | -8.9% |
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