+73.2%
CVE vs CRS
-3.8%
+77.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.6% | -6.1% | -7.8% |
| 7D | -12.1% | +4.3% | -16.4% | -11.8% |
| 30D | -9.8% | -25.5% | +15.7% | -11.7% |
| 3M | -0.7% | -48.7% | +48.0% | -7.3% |
| 6M | -4.3% | -31.6% | +27.3% | -7.5% |
| YTD | +70.6% | -7.0% | +77.6% | +64.1% |
| 1Y | +73.2% | -4.5% | +77.7% | +66.5% |
| All | +73.2% | -3.8% | +77.0% | +66.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling