+20.7%
XYZ vs CRS
-3.8%
+24.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.6% | +16.9% | +15.4% |
| 7D | +16.5% | +4.3% | +12.2% | +16.0% |
| 30D | +15.0% | -25.5% | +40.4% | +17.8% |
| 3M | +3.5% | -48.7% | +52.3% | +10.3% |
| 6M | +21.9% | -31.6% | +53.5% | +25.0% |
| YTD | +34.6% | -7.0% | +41.7% | +38.0% |
| 1Y | +20.7% | -4.5% | +25.2% | +23.2% |
| All | +20.7% | -3.8% | +24.5% | +23.2% |
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