+862.9%
CRS vs CP
+251.7%
+611.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +4.4% | -0.7% | +5.0% | +5.0% |
| 30D | -19.1% | +9.6% | -28.8% | -25.3% |
| 3M | -43.2% | +2.2% | -45.5% | -44.8% |
| 6M | -28.9% | +11.1% | -40.0% | -35.7% |
| YTD | -3.0% | +28.2% | -31.2% | -22.5% |
| 1Y | -5.3% | +32.2% | -37.5% | -26.2% |
| 3Y | +363.5% | +35.5% | +328.0% | +235.7% |
| 5Y | +858.2% | +26.8% | +831.4% | +619.3% |
| 10Y | +862.9% | +256.9% | +606.0% | +213.1% |
| All | +862.9% | +251.7% | +611.2% | +213.1% |
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