+332.3%
CRS vs EAT
+476.7%
-144.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.0% | -2.7% |
| 7D | +4.8% | -4.0% | +8.8% | +5.7% |
| 30D | -23.2% | -2.9% | -20.3% | -23.0% |
| 3M | -45.5% | -16.9% | -28.6% | -43.4% |
| 6M | -33.1% | +57.0% | -90.1% | -42.1% |
| YTD | -7.2% | +38.2% | -45.4% | -18.0% |
| 1Y | -10.0% | +69.3% | -79.3% | -25.4% |
| 3Y | +332.3% | +483.0% | -150.7% | +172.3% |
| All | +332.3% | +476.7% | -144.4% | +172.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling