-43.4%
CCL vs CRS
+1,409.1%
-1,452.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | +0.3% |
| 7D | -4.3% | -4.1% | -0.2% | -2.0% |
| 30D | -19.0% | -16.6% | -2.4% | -10.3% |
| 3M | -13.1% | -14.3% | +1.2% | -6.4% |
| 6M | -13.3% | +11.6% | -24.9% | -20.0% |
| YTD | -25.2% | +42.6% | -67.8% | -41.4% |
| 1Y | -27.2% | +81.8% | -109.0% | -52.2% |
| 3Y | +49.2% | +632.1% | -582.8% | -62.4% |
| 5Y | +0.4% | +1,401.6% | -1,401.3% | -85.0% |
| All | -43.4% | +1,409.1% | -1,452.4% | -92.2% |
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