+639.5%
CEG vs CRS
+1,463.1%
-823.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.2% | +4.3% |
| 7D | +8.0% | -0.2% | +8.3% | +8.1% |
| 30D | +12.9% | -16.6% | +29.6% | +20.1% |
| 3M | +13.2% | -3.5% | +16.6% | +13.5% |
| 6M | -7.0% | +15.4% | -22.4% | -13.4% |
| YTD | -15.0% | +51.2% | -66.2% | -28.6% |
| 1Y | -2.7% | +98.3% | -101.0% | -26.6% |
| 3Y | +184.1% | +651.5% | -467.5% | +43.1% |
| All | +639.5% | +1,463.1% | -823.7% | +200.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling