+75.1%
CTVA vs CRS
+620.4%
-545.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.1% |
| 7D | -4.7% | -4.1% | -0.5% | -4.2% |
| 30D | +11.1% | -16.6% | +27.7% | +13.3% |
| 3M | +13.7% | -14.3% | +28.0% | +15.2% |
| 6M | +11.2% | +11.6% | -0.4% | +8.3% |
| YTD | +26.9% | +42.6% | -15.7% | +18.8% |
| 1Y | +18.8% | +81.8% | -63.0% | +6.4% |
| All | +75.1% | +620.4% | -545.2% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling