+533.2%
XYZ vs CRS
+1,519.9%
-986.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.3% |
| 7D | -1.0% | -0.2% | -0.7% | -1.0% |
| 30D | -1.7% | -16.6% | +14.9% | +4.8% |
| 3M | +16.7% | -3.5% | +20.2% | +16.9% |
| 6M | +26.9% | +15.4% | +11.4% | +17.7% |
| YTD | +27.1% | +51.2% | -24.0% | +5.6% |
| 1Y | +9.3% | +98.3% | -89.0% | -19.6% |
| 3Y | +42.3% | +651.5% | -609.3% | -40.4% |
| 5Y | -69.3% | +1,411.1% | -1,480.4% | -90.3% |
| 10Y | +586.8% | +1,424.3% | -837.5% | +87.6% |
| All | +533.2% | +1,519.9% | -986.7% | +54.3% |
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 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