+4,369.3%
CNC vs CRS
+5,283.3%
-914.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -4.9% | -0.5% | -4.3% | -4.8% |
| 30D | -3.8% | -18.1% | +14.3% | +0.2% |
| 3M | -3.2% | -12.4% | +9.2% | -1.0% |
| 6M | +47.9% | +15.9% | +31.9% | +41.7% |
| YTD | +55.7% | +45.8% | +9.8% | +41.3% |
| 1Y | +106.2% | +87.8% | +18.5% | +75.7% |
| 3Y | -2.1% | +648.7% | -650.8% | -42.2% |
| 5Y | +3.4% | +1,416.6% | -1,413.2% | -50.8% |
| 10Y | +91.7% | +1,412.7% | -1,321.0% | -20.7% |
| All | +4,369.3% | +5,283.3% | -914.0% | +1,010.3% |
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