+32.2%
CVS vs CRS
+1,363.4%
-1,331.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.5% |
| 7D | -2.2% | -6.8% | +4.6% | -1.5% |
| 30D | -0.1% | -16.1% | +16.1% | +1.7% |
| 3M | -5.2% | -21.2% | +16.0% | -3.2% |
| 6M | +26.9% | +8.7% | +18.2% | +25.0% |
| YTD | +22.1% | +41.0% | -18.9% | +16.8% |
| 1Y | +30.8% | +82.7% | -51.9% | +21.3% |
| 3Y | +54.4% | +604.8% | -550.4% | +21.1% |
| All | +32.2% | +1,363.4% | -1,331.2% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling