{"schemaVersion":1,"ticker":"CRPT","asOf":"2026-10-26","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/crpt/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, CRPT against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/crpt/"},"benchmark":{"ticker":"VOO","name":"S&P 500 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"CRPT","b":"VOO","window":{"from":"2021-10-01","to":"2026-10-23","firstReturn":"2021-10-08","weeklyReturns":264,"years":5.06,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03883663,"perWeek":0.0007468583,"days":1264,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":-0.24986184,"b":0.87720318,"edge":"VOO","lead":"VOO"},"annualised":{"a":-0.05505483,"b":0.1320704,"edge":"VOO","lead":"VOO"},"price":{"a":-0.27382199,"b":0.75030066,"edge":"VOO","lead":"VOO"},"volatility":{"a":0.68944684,"b":0.16125352,"edge":"VOO","lead":"VOO"},"downsideDeviation":{"a":0.44679814,"b":0.10773652,"edge":"VOO","lead":"VOO"},"maxDrawdown":{"a":-0.87392916,"b":-0.23914698,"edge":"VOO","lead":"VOO","aPeak":"2021-11-12","aTrough":"2022-12-30","bPeak":"2021-12-31","bTrough":"2022-09-30"},"excess":{"a":0.13684008,"b":0.09830759,"edge":"CRPT","lead":"CRPT"},"sharpe":{"a":0.19847807,"b":0.60964617,"edge":"VOO","lead":"VOO"},"sortino":{"a":0.30626824,"b":0.91248162,"edge":"VOO","lead":"VOO"},"calmar":{"a":-0.0629969,"b":0.55225619,"edge":"VOO","lead":"VOO"}},"relative":{"CRPT":{"on":"VOO","beta":2.30542959,"r2":0.29075056,"alpha":-0.08980114,"alphaT":-0.34657901,"alphaLow":-0.59999886,"alphaHigh":0.42039657,"upsideCapture":null,"downsideCapture":1.58749017,"treynor":0.05935557,"trackingError":0.61761223,"informationRatio":0.06238946,"upWeeks":147,"downWeeks":117,"heldOut":{"upsideCapture":{"value":3.924,"bound":3.0,"arithmetic":2.3185,"scale":1.0,"reason":"upside capture held out for CRPT: 3.9 is past 3, 3 times the fund's stated daily multiple over its reference's; the same weeks' own ratio is 2.32"}},"treynorReference":0.09830759,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"downsideCapture":{"edge":"VOO","lead":"VOO"},"treynor":{"edge":"VOO","lead":"VOO"},"informationRatio":{"edge":null,"lead":"CRPT","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"CRPT":{"kept":"2026-10-26","distributions":4,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2021-12-23","amount":0.2,"vendor":0.188765}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":264,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":-0.24986184}},"VOO":{"kept":"2026-10-26","distributions":20,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":264,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.87720318}}}}