-39.0%
U vs CRS
+2,524.3%
-2,563.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.6% |
| 7D | -3.8% | -0.2% | -3.6% | -3.7% |
| 30D | +17.5% | -16.6% | +34.1% | +24.4% |
| 3M | +38.7% | -3.5% | +42.2% | +38.3% |
| 6M | +104.4% | +15.4% | +89.0% | +89.1% |
| YTD | -5.7% | +51.2% | -56.9% | -22.2% |
| 1Y | +3.7% | +98.3% | -94.6% | -23.8% |
| 3Y | +12.3% | +651.5% | -639.2% | -50.5% |
| 5Y | -68.8% | +1,411.1% | -1,479.9% | -88.9% |
| All | -39.0% | +2,524.3% | -2,563.3% | -77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling