-4.5%
CRS vs ROP
+10.4%
-14.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -0.1% |
| 7D | +4.3% | +11.7% | -7.4% | +8.9% |
| 30D | -25.5% | +35.5% | -60.9% | -16.7% |
| 3M | -48.7% | +25.6% | -74.4% | -43.4% |
| 6M | -31.6% | +39.3% | -70.9% | -22.5% |
| YTD | -7.0% | +11.6% | -18.7% | +6.1% |
| 1Y | -4.5% | +10.6% | -15.1% | +9.9% |
| All | -4.5% | +10.4% | -14.9% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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