+103.2%
CB vs CRS
+772.4%
-669.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +0.2% | -1.7% | +1.9% | +0.4% |
| 30D | +9.1% | -28.8% | +37.9% | +11.8% |
| 3M | +3.4% | -50.0% | +53.4% | +9.4% |
| 6M | +14.1% | -39.2% | +53.3% | +18.0% |
| YTD | +18.0% | -11.4% | +29.4% | +16.6% |
| 1Y | +30.1% | -11.7% | +41.8% | +28.5% |
| 3Y | +71.8% | +319.6% | -247.9% | +33.3% |
| All | +103.2% | +772.4% | -669.2% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling