+7,212.2%
CB vs CRS
+5,150.3%
+2,061.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +2.1% |
| 7D | +0.7% | +0.2% | +0.5% | +0.5% |
| 30D | +8.2% | -22.9% | +31.1% | +13.4% |
| 3M | +6.3% | -46.8% | +53.1% | +20.8% |
| 6M | +16.2% | -30.4% | +46.6% | +23.2% |
| YTD | +19.3% | -5.4% | +24.7% | +16.4% |
| 1Y | +29.2% | -9.0% | +38.2% | +27.0% |
| 3Y | +71.4% | +352.2% | -280.7% | +8.5% |
| 5Y | +104.2% | +852.2% | -748.0% | +2.3% |
| 10Y | +246.7% | +862.6% | -616.0% | +53.0% |
| All | +7,212.2% | +5,150.3% | +2,061.9% | +1,466.1% |
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