+1,110.1%
CCI vs CRS
+2,471.3%
-1,361.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +3.9% | +1.9% |
| 7D | +2.5% | +4.8% | -2.2% | +1.3% |
| 30D | +14.4% | -23.2% | +37.6% | +20.1% |
| 3M | +21.7% | -45.5% | +67.2% | +37.7% |
| 6M | +4.0% | -33.1% | +37.1% | +11.2% |
| YTD | +6.2% | -7.2% | +13.4% | +3.8% |
| 1Y | +5.4% | -10.0% | +15.4% | +3.6% |
| 3Y | +11.7% | +332.3% | -320.6% | -30.0% |
| 5Y | -35.6% | +801.9% | -837.5% | -68.3% |
| 10Y | +68.7% | +820.9% | -752.2% | -32.8% |
| All | +1,110.1% | +2,471.3% | -1,361.1% | +122.5% |
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