+2,880.2%
HPQ vs CRS
+9,806.3%
-6,926.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +1.3% | -0.5% | +1.8% | +1.4% |
| 30D | +8.7% | -18.1% | +26.8% | +14.8% |
| 3M | +31.5% | -12.4% | +43.9% | +35.5% |
| 6M | +76.0% | +15.9% | +60.1% | +65.9% |
| YTD | +49.5% | +45.8% | +3.7% | +30.8% |
| 1Y | +17.3% | +87.8% | -70.5% | -5.9% |
| 3Y | +24.4% | +648.7% | -624.4% | -36.3% |
| 5Y | +37.3% | +1,416.6% | -1,379.3% | -45.1% |
| 10Y | +223.0% | +1,412.7% | -1,189.7% | +15.2% |
| All | +2,880.2% | +9,806.3% | -6,926.0% | +342.9% |
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