+579.5%
CEG vs CRS
+903.1%
-323.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +1.7% |
| 7D | +11.8% | +4.4% | +7.4% | +10.2% |
| 30D | -6.5% | -19.1% | +12.6% | -0.1% |
| 3M | -1.2% | -43.2% | +42.1% | +19.4% |
| 6M | -8.0% | -28.9% | +20.8% | +1.5% |
| YTD | -21.9% | -3.0% | -18.9% | -23.9% |
| 1Y | -21.4% | -5.3% | -16.1% | -22.8% |
| 3Y | +130.0% | +363.5% | -233.5% | +36.0% |
| All | +579.5% | +903.1% | -323.6% | +219.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling