+22.4%
CCI vs CRS
+1,392.1%
-1,369.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.5% |
| 7D | -0.3% | -6.8% | +6.5% | +0.2% |
| 30D | +2.2% | -16.1% | +18.4% | +3.6% |
| 3M | -16.9% | -21.2% | +4.3% | -15.6% |
| 6M | -11.5% | +8.7% | -20.2% | -12.8% |
| YTD | -12.8% | +41.0% | -53.8% | -16.1% |
| 1Y | -17.1% | +82.7% | -99.7% | -22.3% |
| 3Y | -9.6% | +604.8% | -614.4% | -27.7% |
| 5Y | -48.9% | +1,384.7% | -1,433.6% | -62.7% |
| All | +22.4% | +1,392.1% | -1,369.6% | -17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling