+55.4%
CVS vs CRS
+620.4%
-565.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | 0.0% |
| 7D | -2.0% | -4.1% | +2.1% | -1.7% |
| 30D | +1.9% | -16.6% | +18.5% | +3.1% |
| 3M | -2.2% | -14.3% | +12.1% | -1.4% |
| 6M | +26.7% | +11.6% | +15.1% | +25.3% |
| YTD | +22.9% | +42.6% | -19.7% | +19.5% |
| 1Y | +32.9% | +81.8% | -48.9% | +27.1% |
| All | +55.4% | +620.4% | -565.0% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling