CR15

The chart shows the growth of an initial investment of $10,000 in CR15, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

As of Jun 6, 2026, the CR15 returned 7.97% Year-To-Date and 35.33% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jan 3, 2013, CR15's average daily return is +0.12%, while the average monthly return is +2.50%. At this rate, an investment would double in approximately 2.3 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +12.9%, while the worst month was Apr 2022 at -13.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, CR15 closed higher 57% of trading days. The best single day was Mar 13, 2020 with a return of +10.6%, while the worst single day was Mar 16, 2020 at -12.2%.

CR15 has an annualized alpha of 16.90%, beta of 1.10, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since January 03, 2013.

• This portfolio captured 165.13% of S&P 500 Index gains but only 79.58% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 16.90% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• With beta of 1.10 and R2 of 0.82, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

CR15 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

CR15 ranks 77 for risk / return — better than 77% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

The table below presents risk-adjusted performance metrics for CR15 and compares them with S&P 500 Index.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

CR15 Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

• 1-Year: 2.71
• 5-Year: 1.45
• 10-Year: 1.61
• All Time: 1.59

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.64 to 2.53, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of CR15 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

CR15 provided a 0.81% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the CR15. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the CR15 was 29.01%, occurring on Oct 12, 2022. Recovery took 145 trading sessions.

The current CR15 drawdown is 2.36%.

The chart below shows the rolling one-month volatility.