+332.3%
CRS vs ROIV
+357.5%
-25.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.3% |
| 7D | +4.8% | +1.7% | +3.1% | +4.4% |
| 30D | -23.2% | +17.6% | -40.8% | -26.8% |
| 3M | -45.5% | +9.0% | -54.5% | -47.4% |
| 6M | -33.1% | +35.3% | -68.4% | -40.3% |
| YTD | -7.2% | +82.2% | -89.4% | -26.1% |
| 1Y | -10.0% | +92.3% | -102.3% | -30.0% |
| 3Y | +332.3% | +336.8% | -4.5% | +130.6% |
| All | +332.3% | +357.5% | -25.2% | +130.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling