+193.3%
COP vs CRS
+1,446.1%
-1,252.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.5% | -0.5% | +0.1% | -0.4% |
| 30D | +11.7% | -18.1% | +29.8% | +15.3% |
| 3M | +17.7% | -12.4% | +30.1% | +19.3% |
| 6M | +18.3% | +15.9% | +2.4% | +12.3% |
| YTD | +49.1% | +45.8% | +3.2% | +33.7% |
| 1Y | +53.3% | +87.8% | -34.4% | +28.2% |
| 3Y | +22.2% | +648.7% | -626.6% | -31.1% |
| 5Y | +193.3% | +1,416.6% | -1,223.3% | +27.0% |
| All | +193.3% | +1,446.1% | -1,252.8% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling