+1,812.7%
CNP vs CRS
+10,171.0%
-8,358.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.1% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | -1.8% | -16.6% | +14.8% | +1.2% |
| 3M | -4.6% | -3.5% | -1.2% | -4.6% |
| 6M | -8.8% | +15.4% | -24.3% | -12.2% |
| YTD | +5.2% | +51.2% | -46.0% | -3.6% |
| 1Y | +8.3% | +98.3% | -90.0% | -6.4% |
| 3Y | +54.9% | +651.5% | -596.7% | +0.7% |
| 5Y | +73.5% | +1,411.1% | -1,337.6% | -5.1% |
| 10Y | +139.1% | +1,424.3% | -1,285.2% | +18.5% |
| All | +1,812.7% | +10,171.0% | -8,358.3% | +548.2% |
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