+352.0%
CRS vs ROP
-5.5%
+357.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.5% |
| 7D | +4.4% | -2.9% | +7.3% | +4.3% |
| 30D | -19.1% | +30.1% | -49.2% | -19.6% |
| 3M | -43.2% | +19.9% | -63.1% | -43.0% |
| 6M | -28.9% | +46.0% | -74.9% | -31.1% |
| YTD | -3.0% | +8.4% | -11.3% | +3.3% |
| 1Y | -5.3% | +8.8% | -14.1% | +0.6% |
| All | +352.0% | -5.5% | +357.6% | +384.0% |
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