+6,345.9%
CRS vs CPB
+355.6%
+5,990.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.4% |
| 7D | +0.2% | +2.9% | -2.6% | -0.4% |
| 30D | -22.9% | +17.6% | -40.5% | -25.9% |
| 3M | -46.8% | +2.0% | -48.9% | -47.5% |
| 6M | -30.4% | +11.6% | -42.1% | -33.0% |
| YTD | -5.4% | -13.8% | +8.4% | -4.0% |
| 1Y | -9.0% | -21.6% | +12.6% | -5.9% |
| 3Y | +352.2% | -35.8% | +388.0% | +377.9% |
| 5Y | +852.2% | -33.3% | +885.5% | +886.9% |
| 10Y | +862.6% | -39.4% | +902.0% | +881.7% |
| All | +6,345.9% | +355.6% | +5,990.3% | +4,601.7% |
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