+87.8%
CRS vs COO
-7.1%
+94.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.2% | +6.2% | +1.3% |
| 7D | -0.5% | -9.0% | +8.4% | +1.5% |
| 30D | -18.1% | -16.8% | -1.3% | -14.8% |
| 3M | -12.4% | -7.5% | -4.9% | -11.8% |
| 6M | +15.9% | -16.3% | +32.2% | +20.9% |
| YTD | +45.8% | -22.5% | +68.4% | +54.2% |
| 1Y | +87.8% | -7.0% | +94.7% | +95.5% |
| All | +87.8% | -7.1% | +94.8% | +95.5% |
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