+807.8%
CCL vs CRS
+10,171.0%
-9,363.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.5% |
| 7D | -5.0% | -0.2% | -4.8% | -5.0% |
| 30D | -20.3% | -16.6% | -3.7% | -14.5% |
| 3M | -15.1% | -3.5% | -11.7% | -14.6% |
| 6M | -15.1% | +15.4% | -30.5% | -20.4% |
| YTD | -21.8% | +51.2% | -73.0% | -35.0% |
| 1Y | -24.8% | +98.3% | -123.1% | -45.0% |
| 3Y | +51.9% | +651.5% | -599.7% | -37.6% |
| 5Y | +4.0% | +1,411.1% | -1,407.1% | -67.9% |
| 10Y | -42.2% | +1,424.3% | -1,466.6% | -82.8% |
| All | +807.8% | +10,171.0% | -9,363.3% | +19.3% |
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 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