+95.2%
CNC vs CRS
+1,392.1%
-1,296.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.7% |
| 7D | -0.9% | -6.8% | +5.8% | +0.1% |
| 30D | -1.0% | -16.1% | +15.2% | +1.5% |
| 3M | +4.5% | -21.2% | +25.7% | +8.0% |
| 6M | +85.2% | +8.7% | +76.5% | +81.5% |
| YTD | +61.4% | +41.0% | +20.4% | +51.5% |
| 1Y | +94.9% | +82.7% | +12.2% | +74.8% |
| 3Y | 0.0% | +604.8% | -604.8% | -32.6% |
| 5Y | +11.2% | +1,384.7% | -1,373.5% | -37.8% |
| All | +95.2% | +1,392.1% | -1,296.8% | +5.0% |
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