+52.5%
V vs CRS
+653.3%
-600.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -1.5% |
| 7D | -1.1% | -3.1% | +2.0% | -0.9% |
| 30D | +1.9% | -19.6% | +21.5% | +3.2% |
| 3M | +15.5% | -8.1% | +23.6% | +15.6% |
| 6M | +16.6% | +18.6% | -1.9% | +13.9% |
| YTD | +5.7% | +45.9% | -40.1% | +1.0% |
| 1Y | +8.6% | +82.5% | -73.9% | +0.8% |
| 3Y | +52.5% | +648.9% | -596.4% | +29.3% |
| All | +52.5% | +653.3% | -600.7% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling