+5,690.3%
CRS vs BB
+258.8%
+5,431.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -0.2% | -5.6% | +5.4% | +0.8% |
| 30D | -16.6% | -11.8% | -4.8% | -14.8% |
| 3M | -3.5% | -25.5% | +22.1% | +0.8% |
| 6M | +15.4% | +121.3% | -105.8% | -2.3% |
| YTD | +51.2% | +103.2% | -52.0% | +29.8% |
| 1Y | +98.3% | +102.6% | -4.3% | +69.4% |
| 3Y | +651.5% | +37.5% | +614.0% | +556.4% |
| 5Y | +1,411.1% | -30.4% | +1,441.6% | +1,343.6% |
| 10Y | +1,424.3% | 0.0% | +1,424.3% | +1,100.5% |
| All | +5,690.3% | +258.8% | +5,431.5% | +4,232.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling