+1,438.1%
CRS vs CPB
-38.5%
+1,476.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.8% | -5.3% | -3.5% |
| 7D | -3.1% | -8.2% | +5.2% | -3.0% |
| 30D | -19.6% | -5.6% | -14.0% | -19.6% |
| 3M | -8.1% | +3.0% | -11.0% | -8.2% |
| 6M | +18.6% | -12.7% | +31.3% | +18.9% |
| YTD | +45.9% | -18.0% | +63.8% | +46.6% |
| 1Y | +82.5% | -31.7% | +114.2% | +84.7% |
| 3Y | +648.9% | -41.0% | +689.8% | +648.1% |
| 5Y | +1,438.1% | -38.4% | +1,476.5% | +1,296.3% |
| All | +1,438.1% | -38.5% | +1,476.6% | +1,296.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling