+42.1%
U vs CRS
-14.1%
+56.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.7% | +7.9% | +5.1% |
| 7D | +2.6% | +4.8% | -2.2% | +2.7% |
| 30D | +27.6% | -23.2% | +50.7% | +27.0% |
| 3M | +15.3% | -45.5% | +60.8% | +12.8% |
| 6M | +96.4% | -33.1% | +129.5% | +92.5% |
| YTD | +19.6% | -7.2% | +26.8% | +21.9% |
| 1Y | +42.1% | -10.0% | +52.1% | +46.1% |
| All | +42.1% | -14.1% | +56.2% | +46.1% |
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 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