+10,197.9%
CRS vs CP
+7,669.4%
+2,528.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.5% |
| 7D | -0.2% | -2.7% | +2.4% | +1.2% |
| 30D | -16.6% | +0.2% | -16.8% | -16.8% |
| 3M | -3.5% | +2.6% | -6.0% | -5.2% |
| 6M | +15.4% | +6.0% | +9.5% | +11.4% |
| YTD | +51.2% | +24.9% | +26.3% | +32.1% |
| 1Y | +98.3% | +20.1% | +78.2% | +76.7% |
| 3Y | +651.5% | +16.4% | +635.2% | +569.2% |
| 5Y | +1,411.1% | +31.7% | +1,379.4% | +1,152.7% |
| 10Y | +1,424.3% | +223.9% | +1,200.5% | +712.4% |
| All | +10,197.9% | +7,669.4% | +2,528.5% | +1,942.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling