-4.5%
CRS vs ROIV
+97.8%
-102.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.1% | -7.6% | -2.6% |
| 7D | +4.3% | +3.0% | +1.3% | +3.8% |
| 30D | -25.5% | +6.8% | -32.3% | -26.5% |
| 3M | -48.7% | +10.5% | -59.2% | -50.0% |
| 6M | -31.6% | +34.8% | -66.4% | -37.0% |
| YTD | -7.0% | +76.2% | -83.2% | -20.2% |
| 1Y | -4.5% | +92.4% | -96.9% | -22.8% |
| All | -4.5% | +97.8% | -102.3% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling