+1,412.7%
CRS vs CP
+224.3%
+1,188.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.9% |
| 7D | -0.5% | +0.6% | -1.1% | -1.0% |
| 30D | -18.1% | -0.5% | -17.6% | -18.0% |
| 3M | -12.4% | +0.1% | -12.5% | -13.1% |
| 6M | +15.9% | +7.8% | +8.1% | +8.5% |
| YTD | +45.8% | +22.9% | +23.0% | +21.7% |
| 1Y | +87.8% | +21.3% | +66.4% | +57.6% |
| 3Y | +648.7% | +20.4% | +628.4% | +505.2% |
| 5Y | +1,416.6% | +34.9% | +1,381.7% | +978.4% |
| 10Y | +1,412.7% | +233.3% | +1,179.3% | +442.4% |
| All | +1,412.7% | +224.3% | +1,188.3% | +442.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling