-11.7%
CCI vs CRS
+620.4%
-632.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.7% |
| 7D | -4.4% | -4.1% | -0.3% | -4.4% |
| 30D | +0.3% | -16.6% | +16.9% | +0.3% |
| 3M | -20.0% | -14.3% | -5.7% | -20.2% |
| 6M | -14.5% | +11.6% | -26.1% | -15.2% |
| YTD | -14.9% | +42.6% | -57.4% | -16.0% |
| 1Y | -17.7% | +81.8% | -99.5% | -19.3% |
| All | -11.7% | +620.4% | -632.1% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling