+1,667.6%
CRS vs ROIV
+232.7%
+1,435.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.5% |
| 7D | -0.2% | +0.6% | -0.9% | -0.3% |
| 30D | -16.6% | +1.0% | -17.6% | -16.8% |
| 3M | -3.5% | +18.3% | -21.8% | -5.6% |
| 6M | +15.4% | +18.3% | -2.9% | +12.7% |
| YTD | +51.2% | +61.0% | -9.8% | +41.6% |
| 1Y | +98.3% | +177.9% | -79.6% | +73.9% |
| 3Y | +651.5% | +199.1% | +452.5% | +545.8% |
| 5Y | +1,411.1% | +250.7% | +1,160.4% | +1,076.1% |
| All | +1,667.6% | +232.7% | +1,435.0% | +1,252.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling