+1,874.4%
CNP vs CRS
+6,376.2%
-4,501.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.2% |
| 7D | +2.5% | +7.4% | -5.0% | +1.1% |
| 30D | +4.0% | -21.2% | +25.3% | +7.6% |
| 3M | +1.6% | -43.3% | +44.9% | +11.1% |
| 6M | -1.7% | -29.4% | +27.7% | +2.8% |
| YTD | +8.6% | -4.7% | +13.3% | +6.8% |
| 1Y | +5.8% | -9.6% | +15.4% | +4.9% |
| 3Y | +63.0% | +355.5% | -292.5% | +14.8% |
| 5Y | +74.7% | +826.6% | -751.9% | +3.4% |
| 10Y | +143.7% | +846.1% | -702.4% | +30.7% |
| All | +1,874.4% | +6,376.2% | -4,501.8% | +618.5% |
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