+1,893.3%
CVS vs CRS
+9,808.7%
-7,915.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.1% |
| 7D | -1.6% | -3.1% | +1.5% | -1.1% |
| 30D | +0.4% | -19.6% | +20.0% | +4.0% |
| 3M | -0.4% | -8.1% | +7.7% | +0.5% |
| 6M | +25.1% | +18.6% | +6.6% | +20.4% |
| YTD | +23.9% | +45.9% | -22.0% | +14.8% |
| 1Y | +41.1% | +82.5% | -41.4% | +24.9% |
| 3Y | +63.6% | +648.9% | -585.3% | +9.9% |
| 5Y | +31.5% | +1,438.1% | -1,406.6% | -24.8% |
| 10Y | +40.5% | +1,327.0% | -1,286.5% | -26.1% |
| All | +1,893.3% | +9,808.7% | -7,915.4% | +493.1% |
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