+1,438.1%
CRS vs CP
+34.0%
+1,404.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.2% |
| 7D | -3.1% | +2.4% | -5.5% | -4.4% |
| 30D | -19.6% | -0.5% | -19.1% | -19.5% |
| 3M | -8.1% | +1.4% | -9.5% | -9.3% |
| 6M | +18.6% | +10.3% | +8.2% | +11.2% |
| YTD | +45.9% | +24.3% | +21.6% | +26.6% |
| 1Y | +82.5% | +20.4% | +62.0% | +61.1% |
| 3Y | +648.9% | +21.8% | +627.1% | +532.6% |
| 5Y | +1,438.1% | +31.5% | +1,406.6% | +1,122.8% |
| All | +1,438.1% | +34.0% | +1,404.1% | +1,122.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling