+648.9%
CRS vs COO
-23.3%
+672.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.7% | -0.8% | -2.8% |
| 7D | -3.1% | -2.3% | -0.8% | -2.4% |
| 30D | -19.6% | -8.8% | -10.8% | -17.6% |
| 3M | -8.1% | +1.3% | -9.4% | -9.0% |
| 6M | +18.6% | -11.6% | +30.1% | +22.3% |
| YTD | +45.9% | -17.4% | +63.3% | +53.2% |
| 1Y | +82.5% | -1.6% | +84.1% | +81.9% |
| 3Y | +648.9% | -22.6% | +671.5% | +700.2% |
| All | +648.9% | -23.3% | +672.2% | +700.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling