+1,339.5%
CRS vs CPB
-45.5%
+1,384.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -2.0% |
| 7D | -4.1% | -5.4% | +1.3% | -3.8% |
| 30D | -16.6% | -7.8% | -8.7% | -16.3% |
| 3M | -14.3% | -6.9% | -7.3% | -14.1% |
| 6M | +11.6% | -12.2% | +23.8% | +12.3% |
| YTD | +42.6% | -21.1% | +63.7% | +44.4% |
| 1Y | +81.8% | -33.5% | +115.3% | +86.4% |
| 3Y | +632.1% | -43.2% | +675.2% | +651.9% |
| 5Y | +1,401.6% | -40.9% | +1,442.5% | +1,429.8% |
| All | +1,339.5% | -45.5% | +1,384.9% | +1,488.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling