+1,323.2%
CRS vs ROP
+135.6%
+1,187.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -6.8% | -4.6% | -2.2% | -3.9% |
| 30D | -16.1% | -1.7% | -14.4% | -15.5% |
| 3M | -21.2% | +17.1% | -38.2% | -30.5% |
| 6M | +8.7% | +10.9% | -2.2% | -1.5% |
| YTD | +41.0% | -12.1% | +53.1% | +48.6% |
| 1Y | +82.7% | -24.2% | +106.9% | +113.6% |
| 3Y | +604.8% | -20.4% | +625.2% | +677.8% |
| 5Y | +1,384.7% | -15.4% | +1,400.1% | +1,431.9% |
| All | +1,323.2% | +135.6% | +1,187.6% | +462.8% |
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