-0.9%
CCL vs CRS
+1,446.1%
-1,447.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.1% |
| 7D | -4.4% | -0.5% | -3.8% | -4.2% |
| 30D | -18.2% | -18.1% | -0.1% | -10.2% |
| 3M | -17.7% | -12.4% | -5.3% | -13.3% |
| 6M | -13.0% | +15.9% | -28.9% | -20.0% |
| YTD | -24.5% | +45.8% | -70.3% | -38.8% |
| 1Y | -26.9% | +87.8% | -114.7% | -49.1% |
| 3Y | +50.8% | +648.7% | -598.0% | -54.5% |
| 5Y | -0.9% | +1,416.6% | -1,417.6% | -82.3% |
| All | -0.9% | +1,446.1% | -1,447.0% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling