+134.0%
CNC vs CRS
+102.1%
+31.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.5% |
| 7D | +3.5% | -0.2% | +3.8% | +3.5% |
| 30D | +0.1% | -16.6% | +16.7% | +0.7% |
| 3M | +6.9% | -3.5% | +10.4% | +7.4% |
| 6M | +49.0% | +15.4% | +33.6% | +49.2% |
| YTD | +62.9% | +51.2% | +11.7% | +63.1% |
| 1Y | +134.0% | +98.3% | +35.7% | +149.9% |
| All | +134.0% | +102.1% | +31.9% | +149.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling