+57.5%
CVE vs CRS
-9.8%
+67.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.1% |
| 7D | -10.0% | +0.2% | -10.2% | -10.0% |
| 30D | -11.9% | -22.9% | +11.0% | -13.5% |
| 3M | -5.9% | -46.8% | +40.9% | -12.3% |
| 6M | -1.6% | -30.4% | +28.9% | -4.9% |
| YTD | +66.3% | -5.4% | +71.6% | +60.8% |
| 1Y | +57.5% | -9.0% | +66.5% | +51.9% |
| All | +57.5% | -9.8% | +67.4% | +51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling