+5.6%
XYZ vs CRS
+85.3%
-79.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.5% | +0.3% | -2.8% |
| 7D | +2.9% | -3.1% | +5.9% | +3.2% |
| 30D | +1.4% | -19.6% | +21.0% | +4.0% |
| 3M | +14.6% | -8.1% | +22.6% | +15.1% |
| 6M | +20.8% | +18.6% | +2.2% | +17.2% |
| YTD | +23.1% | +45.9% | -22.8% | +17.0% |
| 1Y | +5.6% | +82.5% | -76.8% | -3.8% |
| All | +5.6% | +85.3% | -79.7% | -3.8% |
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