+791.9%
CDE vs CRS
+612.2%
+179.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.5% |
| 7D | -3.1% | -6.8% | +3.7% | -0.9% |
| 30D | +9.5% | -16.1% | +25.6% | +15.6% |
| 3M | +25.5% | -21.2% | +46.7% | +35.0% |
| 6M | -7.9% | +8.7% | -16.6% | -10.7% |
| YTD | +15.6% | +41.0% | -25.4% | +4.0% |
| 1Y | +34.0% | +82.7% | -48.6% | +11.6% |
| 3Y | +791.9% | +604.8% | +187.1% | +367.9% |
| All | +791.9% | +612.2% | +179.7% | +367.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling