+61.8%
CVE vs CRS
+1,453.8%
-1,392.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.4% |
| 3M | -2.4% | -50.0% | +47.6% | +29.7% |
| 6M | -4.4% | -39.2% | +34.8% | +13.5% |
| YTD | +64.9% | -11.4% | +76.4% | +59.0% |
| 1Y | +66.0% | -11.7% | +77.7% | +59.3% |
| 3Y | +57.7% | +319.6% | -262.0% | -37.9% |
| 5Y | +144.7% | +794.8% | -650.0% | -41.7% |
| 10Y | +139.2% | +926.9% | -787.7% | -50.1% |
| All | +61.8% | +1,453.8% | -1,392.0% | -71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling