+98.3%
CRS vs COO
+4.1%
+94.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.0% |
| 7D | -0.2% | -2.2% | +2.0% | +0.3% |
| 30D | -16.6% | -7.0% | -9.6% | -15.3% |
| 3M | -3.5% | +12.2% | -15.7% | -8.3% |
| 6M | +15.4% | -15.1% | +30.6% | +19.8% |
| YTD | +51.2% | -15.1% | +66.3% | +57.0% |
| 1Y | +98.3% | +2.3% | +96.0% | +101.1% |
| All | +98.3% | +4.1% | +94.2% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling