+554.8%
XYZ vs CRS
+913.9%
-359.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.8% | -2.4% |
| 7D | +12.6% | +0.2% | +12.4% | +12.4% |
| 30D | +10.8% | -22.9% | +33.7% | +19.7% |
| 3M | +8.4% | -46.8% | +55.2% | +33.5% |
| 6M | +14.3% | -30.4% | +44.8% | +26.3% |
| YTD | +31.5% | -5.4% | +36.8% | +27.1% |
| 1Y | +28.1% | -9.0% | +37.1% | +25.4% |
| 3Y | +66.2% | +352.2% | -286.0% | -17.6% |
| 5Y | -62.3% | +852.2% | -914.6% | -86.1% |
| 10Y | +634.6% | +862.6% | -228.0% | +135.1% |
| All | +554.8% | +913.9% | -359.1% | +85.7% |
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