-16.7%
CCI vs CRS
+102.1%
-118.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.5% | -1.8% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | +2.7% | -16.6% | +19.3% | +2.0% |
| 3M | -18.2% | -3.5% | -14.7% | -19.0% |
| 6M | -14.8% | +15.4% | -30.2% | -15.6% |
| YTD | -12.6% | +51.2% | -63.8% | -13.8% |
| 1Y | -16.7% | +98.3% | -115.0% | -18.1% |
| All | -16.7% | +102.1% | -118.8% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling