+17,451.9%
COR vs CRS
+6,500.7%
+10,951.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.5% | -2.1% |
| 7D | +2.8% | -0.2% | +3.0% | +2.8% |
| 30D | +4.5% | -16.6% | +21.2% | +7.3% |
| 3M | +22.7% | -3.5% | +26.1% | +22.6% |
| 6M | -9.7% | +15.4% | -25.2% | -12.8% |
| YTD | -1.4% | +51.2% | -52.6% | -8.8% |
| 1Y | +13.9% | +98.3% | -84.4% | +0.3% |
| 3Y | +94.0% | +651.5% | -557.6% | +32.6% |
| 5Y | +184.0% | +1,411.1% | -1,227.1% | +66.8% |
| 10Y | +406.8% | +1,424.3% | -1,017.6% | +173.2% |
| All | +17,451.9% | +6,500.7% | +10,951.2% | +6,399.0% |
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 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