+598.5%
CEG vs CRS
+885.6%
-287.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +3.4% |
| 7D | +17.8% | +7.4% | +10.4% | +15.0% |
| 30D | -4.5% | -21.2% | +16.7% | +2.9% |
| 3M | +1.5% | -43.3% | +44.8% | +22.6% |
| 6M | -3.5% | -29.4% | +25.9% | +6.7% |
| YTD | -19.7% | -4.7% | -15.0% | -21.3% |
| 1Y | -19.8% | -9.6% | -10.2% | -19.9% |
| 3Y | +136.4% | +355.5% | -219.0% | +40.6% |
| All | +598.5% | +885.6% | -287.1% | +230.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling