+82.5%
CRS vs ROIV
+221.6%
-139.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +18.8% | -22.3% | -7.1% |
| 7D | -3.1% | +20.2% | -23.2% | -6.9% |
| 30D | -19.6% | +14.1% | -33.8% | -21.8% |
| 3M | -8.1% | +45.6% | -53.7% | -15.7% |
| 6M | +18.6% | +44.1% | -25.6% | +8.2% |
| YTD | +45.9% | +91.2% | -45.3% | +24.4% |
| 1Y | +82.5% | +221.3% | -138.8% | +43.5% |
| All | +82.5% | +221.6% | -139.1% | +43.5% |
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