+1,339.5%
CRS vs EAT
+379.9%
+959.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -4.1% | -6.2% | +2.1% | -1.9% |
| 30D | -16.6% | -3.0% | -13.6% | -16.2% |
| 3M | -14.3% | +45.6% | -59.9% | -26.4% |
| 6M | +11.6% | +53.5% | -42.0% | -7.5% |
| YTD | +42.6% | +49.6% | -7.0% | +18.3% |
| 1Y | +81.8% | +38.9% | +42.9% | +52.7% |
| 3Y | +632.1% | +589.7% | +42.4% | +214.6% |
| 5Y | +1,401.6% | +318.7% | +1,083.0% | +629.3% |
| All | +1,339.5% | +379.9% | +959.6% | +477.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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