+143.5%
CVE vs CRS
+882.2%
-738.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.2% | +1.6% |
| 7D | +0.1% | +4.4% | -4.3% | -2.0% |
| 30D | -10.8% | -19.1% | +8.3% | -4.0% |
| 3M | -4.3% | -43.2% | +38.9% | +19.9% |
| 6M | -1.5% | -28.9% | +27.4% | +8.7% |
| YTD | +70.7% | -3.0% | +73.7% | +56.8% |
| 1Y | +58.1% | -5.3% | +63.4% | +46.1% |
| 3Y | +69.8% | +363.5% | -293.7% | -39.8% |
| 5Y | +148.9% | +858.2% | -709.2% | -48.8% |
| 10Y | +143.5% | +862.9% | -719.4% | -52.5% |
| All | +143.5% | +882.2% | -738.7% | -52.5% |
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 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