+336.7%
COP vs CRS
+790.4%
-453.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.2% | +2.5% |
| 7D | +4.4% | +4.8% | -0.4% | +2.5% |
| 30D | 0.0% | -23.2% | +23.1% | +7.4% |
| 3M | +15.0% | -45.5% | +60.5% | +38.7% |
| 6M | +22.0% | -33.1% | +55.1% | +34.1% |
| YTD | +55.3% | -7.2% | +62.5% | +46.6% |
| 1Y | +64.1% | -10.0% | +74.2% | +56.1% |
| 3Y | +34.1% | +332.3% | -298.2% | -39.4% |
| 5Y | +133.4% | +801.9% | -668.5% | -31.6% |
| All | +336.7% | +790.4% | -453.7% | +10.3% |
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