+1,416.6%
CRS vs ROP
-16.4%
+1,433.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.5% |
| 7D | -0.5% | -6.1% | +5.6% | +1.7% |
| 30D | -18.1% | -3.4% | -14.7% | -17.2% |
| 3M | -12.4% | +16.7% | -29.1% | -18.7% |
| 6M | +15.9% | +8.1% | +7.9% | +11.0% |
| YTD | +45.8% | -11.7% | +57.5% | +54.6% |
| 1Y | +87.8% | -24.2% | +112.0% | +117.1% |
| 3Y | +648.7% | -19.0% | +667.7% | +714.6% |
| 5Y | +1,416.6% | -15.9% | +1,432.5% | +1,411.3% |
| All | +1,416.6% | -16.4% | +1,433.1% | +1,411.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling