+130.1%
CVE vs CRS
+967.2%
-837.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.7% | -9.2% | -3.7% |
| 7D | -10.1% | +4.9% | -15.0% | -12.1% |
| 30D | -12.1% | -20.8% | +8.7% | -4.5% |
| 3M | -1.9% | -46.4% | +44.6% | +26.1% |
| 6M | -1.8% | -28.6% | +26.7% | +8.1% |
| YTD | +65.8% | -2.8% | +68.6% | +52.2% |
| 1Y | +60.8% | -6.7% | +67.6% | +49.7% |
| 3Y | +70.1% | +368.0% | -297.9% | -40.0% |
| 5Y | +134.8% | +852.9% | -718.1% | -51.4% |
| 10Y | +130.1% | +905.1% | -775.0% | -55.2% |
| All | +130.1% | +967.2% | -837.1% | -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