+216.7%
CTVA vs CRS
+1,038.3%
-821.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | -4.5% | -6.8% | +2.3% | -2.9% |
| 30D | +11.3% | -16.1% | +27.4% | +15.9% |
| 3M | +12.3% | -21.2% | +33.5% | +18.0% |
| 6M | +7.2% | +8.7% | -1.5% | +2.9% |
| YTD | +26.0% | +41.0% | -15.0% | +12.5% |
| 1Y | +16.0% | +82.7% | -66.6% | -4.5% |
| 3Y | +73.9% | +604.8% | -530.9% | -7.2% |
| 5Y | +103.8% | +1,384.7% | -1,280.9% | -18.0% |
| All | +216.7% | +1,038.3% | -821.6% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling