-10.0%
CRS vs ED
+24.8%
-34.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.0% | -2.0% |
| 7D | +4.8% | +2.1% | +2.7% | +5.9% |
| 30D | -23.2% | +10.4% | -33.6% | -19.3% |
| 3M | -45.5% | +12.5% | -58.1% | -42.5% |
| 6M | -33.1% | +14.9% | -48.0% | -29.3% |
| YTD | -7.2% | +24.8% | -32.0% | -2.1% |
| 1Y | -10.0% | +23.8% | -33.9% | -5.3% |
| All | -10.0% | +24.8% | -34.8% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling