+801.7%
CRS vs CPB
-38.9%
+840.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.2% | -5.8% | -2.7% |
| 7D | +4.8% | -1.6% | +6.3% | +4.8% |
| 30D | -23.2% | +19.2% | -42.4% | -23.6% |
| 3M | -45.5% | -0.9% | -44.6% | -45.3% |
| 6M | -33.1% | +15.2% | -48.4% | -33.5% |
| YTD | -7.2% | -13.1% | +5.9% | -6.2% |
| 1Y | -10.0% | -22.4% | +12.4% | -8.4% |
| 3Y | +332.3% | -35.3% | +367.6% | +340.7% |
| 5Y | +801.9% | -33.0% | +834.9% | +813.9% |
| All | +801.7% | -38.9% | +840.6% | +850.5% |
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