+10,197.9%
CRS vs COO
+5,988.7%
+4,209.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.9% |
| 7D | -0.2% | -2.2% | +2.0% | 0.0% |
| 30D | -16.6% | -7.0% | -9.6% | -16.0% |
| 3M | -3.5% | +12.2% | -15.7% | -5.0% |
| 6M | +15.4% | -15.1% | +30.6% | +17.5% |
| YTD | +51.2% | -15.1% | +66.3% | +53.8% |
| 1Y | +98.3% | +2.3% | +96.0% | +97.2% |
| 3Y | +651.5% | -23.7% | +675.2% | +668.5% |
| 5Y | +1,411.1% | -38.9% | +1,450.0% | +1,481.1% |
| 10Y | +1,424.3% | +49.9% | +1,374.4% | +1,374.0% |
| All | +10,197.9% | +5,988.7% | +4,209.2% | +7,805.9% |
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