+89.9%
CVE vs CRS
+2,552.4%
-2,462.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -2.1% |
| 7D | +2.5% | -0.2% | +2.7% | +2.6% |
| 30D | +16.7% | -16.6% | +33.4% | +26.1% |
| 3M | +9.3% | -3.5% | +12.7% | +8.6% |
| 6M | +43.6% | +15.4% | +28.2% | +28.0% |
| YTD | +93.6% | +51.2% | +42.4% | +50.2% |
| 1Y | +98.8% | +98.3% | +0.5% | +31.8% |
| 3Y | +73.6% | +651.5% | -578.0% | -46.9% |
| 5Y | +312.5% | +1,411.1% | -1,098.6% | -20.6% |
| 10Y | +161.0% | +1,424.3% | -1,263.3% | -54.1% |
| All | +89.9% | +2,552.4% | -2,462.5% | -72.9% |
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 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