+1,876.8%
CNP vs CRS
+6,491.0%
-4,614.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -1.0% |
| 7D | -0.1% | +4.4% | -4.5% | -0.9% |
| 30D | +5.0% | -19.1% | +24.2% | +8.1% |
| 3M | +2.7% | -43.2% | +45.9% | +12.2% |
| 6M | -1.9% | -28.9% | +27.0% | +2.5% |
| YTD | +8.8% | -3.0% | +11.7% | +6.6% |
| 1Y | +5.6% | -5.3% | +11.0% | +3.9% |
| 3Y | +63.2% | +363.5% | -300.3% | +14.6% |
| 5Y | +73.8% | +858.2% | -784.4% | +2.3% |
| 10Y | +144.0% | +862.9% | -718.9% | +30.4% |
| All | +1,876.8% | +6,491.0% | -4,614.1% | +617.2% |
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