+801.7%
CRS vs ROP
+185.2%
+616.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.9% |
| 7D | +4.8% | +0.7% | +4.1% | +4.3% |
| 30D | -23.2% | +28.8% | -52.0% | -35.5% |
| 3M | -45.5% | +21.1% | -66.6% | -52.7% |
| 6M | -33.1% | +52.5% | -85.7% | -51.2% |
| YTD | -7.2% | +8.9% | -16.1% | -16.0% |
| 1Y | -10.0% | +8.2% | -18.3% | -18.3% |
| 3Y | +332.3% | -5.2% | +337.5% | +322.8% |
| 5Y | +801.9% | +1.7% | +800.2% | +722.4% |
| All | +801.7% | +185.2% | +616.5% | +234.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling