+648.9%
CRS vs ROP
-18.5%
+667.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.7% | -3.1% |
| 7D | -3.1% | -5.4% | +2.4% | -2.3% |
| 30D | -19.6% | -1.6% | -18.0% | -19.4% |
| 3M | -8.1% | +18.8% | -26.9% | -11.4% |
| 6M | +18.6% | +8.2% | +10.4% | +17.0% |
| YTD | +45.9% | -10.5% | +56.3% | +55.0% |
| 1Y | +82.5% | -23.7% | +106.2% | +109.5% |
| 3Y | +648.9% | -17.9% | +666.8% | +671.9% |
| All | +648.9% | -18.5% | +667.4% | +671.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling