+6,508.2%
CRS vs COO
+5,406.0%
+1,102.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.6% |
| 7D | +4.4% | -2.3% | +6.7% | +4.7% |
| 30D | -19.1% | +13.3% | -32.4% | -20.4% |
| 3M | -43.2% | -18.1% | -25.2% | -42.1% |
| 6M | -28.9% | +6.7% | -35.6% | -29.8% |
| YTD | -3.0% | -23.2% | +20.2% | -0.4% |
| 1Y | -5.3% | -12.3% | +7.0% | -4.4% |
| 3Y | +363.5% | -23.6% | +387.1% | +372.8% |
| 5Y | +858.2% | -38.7% | +896.9% | +900.1% |
| 10Y | +862.9% | +42.2% | +820.7% | +835.1% |
| All | +6,508.2% | +5,406.0% | +1,102.2% | +5,016.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling