+6,646.7%
CB vs CRS
+8,288.0%
-1,641.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.3% |
| 7D | +0.5% | -0.2% | +0.7% | +0.5% |
| 30D | -3.1% | -16.6% | +13.5% | +0.7% |
| 3M | +9.0% | -3.5% | +12.4% | +8.9% |
| 6M | +2.9% | +15.4% | -12.6% | -2.1% |
| YTD | +10.1% | +51.2% | -41.1% | -2.1% |
| 1Y | +22.8% | +98.3% | -75.5% | +1.5% |
| 3Y | +73.8% | +651.5% | -577.8% | -1.0% |
| 5Y | +99.2% | +1,411.1% | -1,311.9% | -9.1% |
| 10Y | +218.2% | +1,424.3% | -1,206.1% | +27.2% |
| All | +6,646.7% | +8,288.0% | -1,641.3% | +1,217.1% |
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