+135.5%
CVE vs CRS
+849.0%
-713.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +1.4% |
| 7D | -10.0% | +0.2% | -10.2% | -10.3% |
| 30D | -11.9% | -22.9% | +11.0% | -3.1% |
| 3M | -5.9% | -46.8% | +40.9% | +21.3% |
| 6M | -1.6% | -30.4% | +28.9% | +9.6% |
| YTD | +66.3% | -5.4% | +71.6% | +54.4% |
| 1Y | +57.5% | -9.0% | +66.5% | +48.1% |
| 3Y | +65.4% | +352.2% | -286.7% | -40.7% |
| 5Y | +144.2% | +852.2% | -708.1% | -49.8% |
| 10Y | +135.5% | +862.6% | -727.1% | -53.7% |
| All | +135.5% | +849.0% | -713.5% | -53.7% |
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 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