+323.5%
IP vs CRS
+5,917.0%
-5,593.5%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | -5.1% | -1.7% | -3.4% | -4.6% |
| 30D | +8.5% | -28.8% | +37.3% | +20.4% |
| 3M | -13.8% | -50.0% | +36.2% | +7.7% |
| 6M | +5.7% | -39.2% | +44.9% | +22.6% |
| YTD | -9.1% | -11.4% | +2.3% | -8.4% |
| 1Y | -0.8% | -11.7% | +10.9% | -0.1% |
| 3Y | +14.8% | +319.6% | -304.9% | -37.5% |
| 5Y | -11.5% | +794.8% | -806.3% | -65.8% |
| 10Y | +27.9% | +926.9% | -899.0% | -60.0% |
| All | +323.5% | +5,917.0% | -5,593.5% | -36.7% |
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 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