+626.9%
CEG vs CRS
+1,407.6%
-780.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +1.3% | -0.5% | +1.9% | +1.5% |
| 30D | +8.8% | -18.1% | +26.9% | +16.4% |
| 3M | +17.0% | -12.4% | +29.4% | +21.5% |
| 6M | -8.7% | +15.9% | -24.7% | -15.2% |
| YTD | -16.4% | +45.8% | -62.3% | -28.9% |
| 1Y | -1.8% | +87.8% | -89.5% | -24.4% |
| 3Y | +175.8% | +648.7% | -472.9% | +39.4% |
| All | +626.9% | +1,407.6% | -780.7% | +198.7% |
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