+98.8%
CVE vs CRS
+102.1%
-3.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.2% |
| 7D | +2.5% | -0.2% | +2.7% | +2.5% |
| 30D | +16.7% | -16.6% | +33.4% | +15.6% |
| 3M | +9.3% | -3.5% | +12.7% | +8.7% |
| 6M | +43.6% | +15.4% | +28.2% | +43.0% |
| YTD | +93.6% | +51.2% | +42.4% | +88.2% |
| 1Y | +98.8% | +98.3% | +0.5% | +86.7% |
| All | +98.8% | +102.1% | -3.3% | +86.7% |
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