+134.5%
CVE vs CRS
+908.2%
-773.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -16.1% | -1.7% | -14.4% | -15.6% |
| 30D | -10.4% | -28.8% | +18.4% | +2.3% |
| 3M | -2.4% | -50.0% | +47.6% | +29.5% |
| 6M | -4.4% | -39.2% | +34.8% | +13.3% |
| YTD | +64.9% | -11.4% | +76.4% | +58.1% |
| 1Y | +66.0% | -11.7% | +77.7% | +58.4% |
| 3Y | +57.7% | +319.6% | -262.0% | -41.3% |
| 5Y | +144.7% | +794.8% | -650.0% | -48.0% |
| All | +134.5% | +908.2% | -773.7% | -53.9% |
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