+368.0%
CRS vs ROIV
+351.4%
+16.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +4.6% | +5.1% | +8.4% |
| 7D | +4.9% | +13.3% | -8.4% | +1.4% |
| 30D | -20.8% | +14.8% | -35.6% | -24.0% |
| 3M | -46.4% | +11.9% | -58.4% | -48.7% |
| 6M | -28.6% | +42.4% | -71.0% | -37.3% |
| YTD | -2.8% | +87.4% | -90.2% | -23.2% |
| 1Y | -6.7% | +97.2% | -104.0% | -27.9% |
| 3Y | +368.0% | +375.7% | -7.7% | +134.8% |
| All | +368.0% | +351.4% | +16.6% | +134.8% |
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 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