+159.8%
CVE vs CRS
+1,306.2%
-1,146.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.5% | +6.1% | +4.1% |
| 7D | +0.2% | -3.1% | +3.2% | +1.4% |
| 30D | +17.5% | -19.6% | +37.1% | +28.7% |
| 3M | +16.2% | -8.1% | +24.3% | +17.9% |
| 6M | +47.8% | +18.6% | +29.2% | +30.0% |
| YTD | +98.5% | +45.9% | +52.6% | +56.4% |
| 1Y | +109.8% | +82.5% | +27.3% | +44.5% |
| 3Y | +75.5% | +648.9% | -573.4% | -48.1% |
| 5Y | +341.6% | +1,438.1% | -1,096.6% | -22.1% |
| 10Y | +159.8% | +1,327.0% | -1,167.2% | -55.2% |
| All | +159.8% | +1,306.2% | -1,146.4% | -55.2% |
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