-10.0%
CRS vs CP
+31.6%
-41.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | +4.8% | +2.1% | +2.6% | +4.2% |
| 30D | -23.2% | +9.3% | -32.5% | -25.2% |
| 3M | -45.5% | +0.5% | -46.0% | -45.2% |
| 6M | -33.1% | +10.4% | -43.5% | -35.5% |
| YTD | -7.2% | +28.7% | -35.9% | -9.9% |
| 1Y | -10.0% | +33.2% | -43.2% | -15.3% |
| All | -10.0% | +31.6% | -41.6% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling