+5,625.4%
COF vs CRS
+6,389.3%
-763.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -2.7% | -0.5% | -2.1% | -2.4% |
| 30D | -3.4% | -18.1% | +14.7% | +4.6% |
| 3M | +15.4% | -12.4% | +27.8% | +20.5% |
| 6M | +14.4% | +15.9% | -1.5% | +5.3% |
| YTD | -12.0% | +45.8% | -57.8% | -27.1% |
| 1Y | -3.7% | +87.8% | -91.5% | -29.8% |
| 3Y | +121.1% | +648.7% | -527.7% | -14.4% |
| 5Y | +47.8% | +1,416.6% | -1,368.8% | -59.9% |
| 10Y | +250.3% | +1,412.7% | -1,162.4% | -15.9% |
| All | +5,625.4% | +6,389.3% | -763.9% | +502.8% |
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