+224.3%
CTVA vs CRS
+1,077.8%
-853.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -1.4% |
| 7D | -2.1% | -3.1% | +1.0% | -1.4% |
| 30D | +12.0% | -19.6% | +31.7% | +17.8% |
| 3M | +13.5% | -8.1% | +21.6% | +14.7% |
| 6M | +12.1% | +18.6% | -6.5% | +5.3% |
| YTD | +29.0% | +45.9% | -16.9% | +14.2% |
| 1Y | +18.9% | +82.5% | -63.6% | -2.1% |
| 3Y | +78.9% | +648.9% | -570.0% | -6.1% |
| 5Y | +105.2% | +1,438.1% | -1,332.9% | -18.1% |
| All | +224.3% | +1,077.8% | -853.5% | +20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling