+319.9%
IP vs CRS
+5,929.3%
-5,609.4%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.6% | -2.4% |
| 7D | -5.0% | -6.6% | +1.7% | -2.8% |
| 30D | +6.5% | -29.5% | +36.0% | +18.6% |
| 3M | -18.0% | -51.1% | +33.0% | +3.2% |
| 6M | +10.3% | -37.3% | +47.6% | +26.6% |
| YTD | -9.9% | -11.2% | +1.4% | -9.3% |
| 1Y | -1.1% | -11.5% | +10.4% | -0.5% |
| 3Y | +13.0% | +324.4% | -311.4% | -38.8% |
| 5Y | -12.3% | +796.6% | -808.8% | -66.1% |
| 10Y | +26.8% | +929.0% | -902.2% | -60.4% |
| All | +319.9% | +5,929.3% | -5,609.4% | -37.3% |
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