+5,932.7%
CRS vs CP
+7,734.8%
-1,802.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.7% |
| 7D | -1.7% | +2.8% | -4.5% | -3.2% |
| 30D | -28.8% | +10.2% | -39.0% | -33.0% |
| 3M | -50.0% | +2.4% | -52.4% | -51.1% |
| 6M | -39.2% | +7.7% | -46.9% | -42.4% |
| YTD | -11.4% | +26.0% | -37.4% | -23.5% |
| 1Y | -11.7% | +34.6% | -46.3% | -26.5% |
| 3Y | +319.6% | +26.7% | +293.0% | +253.7% |
| 5Y | +794.8% | +24.9% | +769.8% | +659.8% |
| 10Y | +926.9% | +258.6% | +668.3% | +416.4% |
| All | +5,932.7% | +7,734.8% | -1,802.1% | +1,082.2% |
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