+1,036.1%
CRS vs ROIV
+287.3%
+748.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +4.6% | +5.1% | +9.1% |
| 7D | +4.9% | +13.3% | -8.4% | +3.3% |
| 30D | -20.8% | +14.8% | -35.6% | -22.3% |
| 3M | -46.4% | +11.9% | -58.4% | -47.4% |
| 6M | -28.6% | +42.4% | -71.0% | -32.2% |
| YTD | -2.8% | +87.4% | -90.2% | -11.2% |
| 1Y | -6.7% | +97.2% | -104.0% | -15.3% |
| 3Y | +368.0% | +375.7% | -7.7% | +284.9% |
| 5Y | +852.9% | +379.0% | +473.9% | +602.4% |
| All | +1,036.1% | +287.3% | +748.8% | +748.8% |
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 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