+10,197.9%
CRS vs CPB
+325.7%
+9,872.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +2.4% |
| 7D | -0.2% | -8.6% | +8.4% | +1.6% |
| 30D | -16.6% | -7.2% | -9.4% | -15.5% |
| 3M | -3.5% | +0.9% | -4.4% | -4.3% |
| 6M | +15.4% | -11.8% | +27.2% | +17.5% |
| YTD | +51.2% | -19.4% | +70.6% | +56.5% |
| 1Y | +98.3% | -30.4% | +128.7% | +111.5% |
| 3Y | +651.5% | -40.2% | +691.7% | +710.5% |
| 5Y | +1,411.1% | -39.5% | +1,450.6% | +1,510.9% |
| 10Y | +1,424.3% | -47.4% | +1,471.7% | +1,520.6% |
| All | +10,197.9% | +325.7% | +9,872.2% | +7,570.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling