+1,401.6%
CRS vs BB
-29.9%
+1,431.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.6% |
| 7D | -4.1% | -2.1% | -2.0% | -3.7% |
| 30D | -16.6% | -16.0% | -0.5% | -13.1% |
| 3M | -14.3% | -14.5% | +0.2% | -12.2% |
| 6M | +11.6% | +118.6% | -107.0% | -11.4% |
| YTD | +42.6% | +98.9% | -56.4% | +15.7% |
| 1Y | +81.8% | +99.5% | -17.7% | +46.1% |
| 3Y | +632.1% | +65.4% | +566.7% | +480.4% |
| 5Y | +1,401.6% | -27.6% | +1,429.3% | +1,314.2% |
| All | +1,401.6% | -29.9% | +1,431.5% | +1,314.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling