+5,823.4%
CRS vs ROP
+30,029.2%
-24,205.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.3% |
| 7D | +4.4% | -2.9% | +7.3% | +5.5% |
| 30D | -19.1% | +30.1% | -49.2% | -27.9% |
| 3M | -43.2% | +19.9% | -63.1% | -48.0% |
| 6M | -28.9% | +46.0% | -74.9% | -40.2% |
| YTD | -3.0% | +8.4% | -11.3% | -9.6% |
| 1Y | -5.3% | +8.8% | -14.1% | -11.9% |
| 3Y | +363.5% | -5.6% | +369.2% | +353.2% |
| 5Y | +858.2% | +3.0% | +855.2% | +806.4% |
| 10Y | +862.9% | +184.0% | +678.9% | +546.3% |
| All | +5,823.4% | +30,029.2% | -24,205.8% | +2,250.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling