-89.8%
CDE vs CRS
+9,585.9%
-9,675.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.2% |
| 7D | -6.1% | -4.1% | -1.9% | -4.4% |
| 30D | +9.5% | -16.6% | +26.1% | +17.5% |
| 3M | +32.0% | -14.3% | +46.3% | +39.7% |
| 6M | -12.8% | +11.6% | -24.4% | -17.3% |
| YTD | +14.2% | +42.6% | -28.4% | -2.7% |
| 1Y | +36.3% | +81.8% | -45.5% | +3.2% |
| 3Y | +821.4% | +632.1% | +189.3% | +267.7% |
| 5Y | +194.3% | +1,401.6% | -1,207.4% | -16.7% |
| 10Y | +53.2% | +1,379.0% | -1,325.8% | -64.6% |
| All | -89.8% | +9,585.9% | -9,675.7% | -98.4% |
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