+9,130.7%
CRS vs ROP
+25,523.2%
-16,392.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.6% | +5.2% | +3.0% |
| 7D | -0.2% | -4.4% | +4.2% | +1.5% |
| 30D | -16.6% | +3.2% | -19.9% | -17.8% |
| 3M | -3.5% | +23.1% | -26.5% | -11.8% |
| 6M | +15.4% | +13.3% | +2.1% | +8.2% |
| YTD | +51.2% | -7.9% | +59.0% | +52.3% |
| 1Y | +98.3% | -22.1% | +120.3% | +112.2% |
| 3Y | +651.5% | -16.8% | +668.4% | +683.4% |
| 5Y | +1,411.1% | -13.5% | +1,424.6% | +1,450.7% |
| 10Y | +1,424.3% | +137.7% | +1,286.7% | +1,013.5% |
| All | +9,130.7% | +25,523.2% | -16,392.5% | +3,858.4% |
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