+1,339.5%
CRS vs ED
+109.0%
+1,230.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -4.1% | -1.9% | -2.3% | -3.7% |
| 30D | -16.6% | +0.1% | -16.7% | -16.6% |
| 3M | -14.3% | 0.0% | -14.3% | -14.5% |
| 6M | +11.6% | -2.5% | +14.1% | +11.8% |
| YTD | +42.6% | +10.1% | +32.5% | +38.2% |
| 1Y | +81.8% | +13.6% | +68.2% | +74.2% |
| 3Y | +632.1% | +32.4% | +599.6% | +549.9% |
| 5Y | +1,401.6% | +69.9% | +1,331.8% | +1,126.4% |
| All | +1,339.5% | +109.0% | +1,230.4% | +1,105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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