+5.6%
CNC vs CRS
+1,363.4%
-1,357.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.6% |
| 7D | -0.9% | -6.8% | +5.8% | -0.4% |
| 30D | -1.0% | -16.1% | +15.2% | +0.2% |
| 3M | +4.5% | -21.2% | +25.7% | +6.1% |
| 6M | +85.2% | +8.7% | +76.5% | +83.7% |
| YTD | +61.4% | +41.0% | +20.4% | +56.9% |
| 1Y | +94.9% | +82.7% | +12.2% | +86.0% |
| 3Y | 0.0% | +604.8% | -604.8% | -21.0% |
| All | +5.6% | +1,363.4% | -1,357.8% | -25.4% |
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 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