+897.6%
CCI vs CRS
+3,941.8%
-3,044.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +1.0% |
| 7D | +0.2% | -3.1% | +3.2% | +0.8% |
| 30D | +0.5% | -19.6% | +20.1% | +5.4% |
| 3M | -16.3% | -8.1% | -8.2% | -15.5% |
| 6M | -13.9% | +18.6% | -32.5% | -18.9% |
| YTD | -12.4% | +45.9% | -58.3% | -21.8% |
| 1Y | -15.2% | +82.5% | -97.7% | -29.0% |
| 3Y | -9.9% | +648.9% | -658.8% | -49.8% |
| 5Y | -50.8% | +1,438.1% | -1,489.0% | -78.4% |
| 10Y | +18.3% | +1,327.0% | -1,308.7% | -57.2% |
| All | +897.6% | +3,941.8% | -3,044.1% | +67.7% |
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