-34.0%
CCL vs CRS
+790.4%
-824.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +1.1% |
| 7D | -1.2% | +4.8% | -5.9% | -4.0% |
| 30D | +13.1% | -23.2% | +36.3% | +28.4% |
| 3M | +3.4% | -45.5% | +48.9% | +42.9% |
| 6M | +18.7% | -33.1% | +51.8% | +43.3% |
| YTD | -2.3% | -7.2% | +5.0% | -5.0% |
| 1Y | +14.2% | -10.0% | +24.2% | +12.9% |
| 3Y | +133.6% | +332.3% | -198.7% | -23.8% |
| 5Y | +33.5% | +801.9% | -768.4% | -75.1% |
| All | -34.0% | +790.4% | -824.5% | -89.3% |
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