+98.3%
CRS vs CPB
-32.6%
+130.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +1.4% |
| 7D | -0.2% | -8.6% | +8.4% | -0.9% |
| 30D | -16.6% | -7.2% | -9.4% | -17.1% |
| 3M | -3.5% | +0.9% | -4.4% | -3.5% |
| 6M | +15.4% | -11.8% | +27.2% | +15.0% |
| YTD | +51.2% | -19.4% | +70.6% | +51.4% |
| 1Y | +98.3% | -30.4% | +128.7% | +100.7% |
| All | +98.3% | -32.6% | +130.9% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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