+1,323.2%
CRS vs BB
+1.6%
+1,321.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.9% | -1.6% |
| 7D | -6.8% | -0.4% | -6.4% | -6.7% |
| 30D | -16.1% | -12.5% | -3.6% | -13.4% |
| 3M | -21.2% | -17.4% | -3.7% | -18.5% |
| 6M | +8.7% | +119.1% | -110.5% | -13.9% |
| YTD | +41.0% | +102.4% | -61.4% | +13.8% |
| 1Y | +82.7% | +98.2% | -15.5% | +47.0% |
| 3Y | +604.8% | +46.9% | +557.8% | +473.9% |
| 5Y | +1,384.7% | -26.4% | +1,411.1% | +1,265.3% |
| All | +1,323.2% | +1.6% | +1,321.6% | +693.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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