+801.7%
CRS vs CP
+257.3%
+544.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.3% |
| 7D | +4.8% | +2.1% | +2.6% | +3.2% |
| 30D | -23.2% | +9.3% | -32.5% | -28.9% |
| 3M | -45.5% | +0.5% | -46.0% | -46.3% |
| 6M | -33.1% | +10.4% | -43.5% | -39.2% |
| YTD | -7.2% | +28.7% | -35.9% | -26.1% |
| 1Y | -10.0% | +33.2% | -43.2% | -30.3% |
| 3Y | +332.3% | +38.4% | +293.9% | +207.4% |
| 5Y | +801.9% | +26.2% | +775.7% | +580.2% |
| All | +801.7% | +257.3% | +544.4% | +189.9% |
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