+593.0%
CEG vs CRS
+859.3%
-266.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | +0.2% |
| 7D | +12.1% | +4.8% | +7.3% | +10.4% |
| 30D | +0.2% | -23.2% | +23.4% | +9.0% |
| 3M | +0.7% | -45.5% | +46.2% | +23.4% |
| 6M | +2.2% | -33.1% | +35.4% | +15.4% |
| YTD | -20.3% | -7.2% | -13.1% | -21.2% |
| 1Y | -16.1% | -10.0% | -6.0% | -16.1% |
| 3Y | +134.7% | +332.3% | -197.6% | +41.9% |
| All | +593.0% | +859.3% | -266.3% | +231.1% |
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