+332.3%
CRS vs BB
+147.9%
+184.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -2.2% |
| 7D | +4.8% | +1.8% | +2.9% | +4.5% |
| 30D | -23.2% | +8.1% | -31.3% | -24.2% |
| 3M | -45.5% | -1.0% | -44.5% | -45.6% |
| 6M | -33.1% | +45.9% | -79.0% | -39.2% |
| YTD | -7.2% | +134.8% | -142.0% | -24.7% |
| 1Y | -10.0% | +104.6% | -114.6% | -25.0% |
| 3Y | +332.3% | +152.8% | +179.5% | +201.7% |
| All | +332.3% | +147.9% | +184.4% | +201.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling