+338.5%
COP vs CRS
+1,392.1%
-1,053.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.6% |
| 7D | +2.3% | -6.8% | +9.1% | +4.7% |
| 30D | +8.6% | -16.1% | +24.7% | +14.9% |
| 3M | +19.9% | -21.2% | +41.0% | +28.3% |
| 6M | +19.0% | +8.7% | +10.3% | +10.9% |
| YTD | +50.0% | +41.0% | +9.0% | +25.5% |
| 1Y | +50.5% | +82.7% | -32.1% | +12.0% |
| 3Y | +25.2% | +604.8% | -579.6% | -50.7% |
| 5Y | +194.3% | +1,384.7% | -1,190.4% | -24.1% |
| All | +338.5% | +1,392.1% | -1,053.5% | +0.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling