+629.1%
CRS vs CPB
-40.6%
+669.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -0.5% | -8.0% | +7.4% | -1.5% |
| 30D | -18.1% | -2.4% | -15.7% | -18.3% |
| 3M | -12.4% | +0.5% | -13.0% | -12.1% |
| 6M | +15.9% | -10.5% | +26.4% | +14.8% |
| YTD | +45.8% | -17.5% | +63.4% | +43.3% |
| 1Y | +87.8% | -31.0% | +118.8% | +80.3% |
| All | +629.1% | -40.6% | +669.7% | +606.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling