+1,416.6%
CRS vs EAT
+310.8%
+1,105.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.9% |
| 7D | -0.5% | -6.8% | +6.2% | +1.5% |
| 30D | -18.1% | -5.4% | -12.7% | -17.2% |
| 3M | -12.4% | +42.8% | -55.2% | -22.3% |
| 6M | +15.9% | +56.5% | -40.6% | -1.0% |
| YTD | +45.8% | +50.0% | -4.2% | +25.2% |
| 1Y | +87.8% | +38.3% | +49.5% | +63.9% |
| 3Y | +648.7% | +591.6% | +57.1% | +274.9% |
| 5Y | +1,416.6% | +312.6% | +1,104.0% | +745.3% |
| All | +1,416.6% | +310.8% | +1,105.8% | +745.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling