+1,417.0%
CRS vs ED
+67.6%
+1,349.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.4% | -3.6% |
| 7D | -3.1% | +0.5% | -3.6% | -3.1% |
| 30D | -19.6% | +1.1% | -20.7% | -19.7% |
| 3M | -8.1% | +4.6% | -12.7% | -8.8% |
| 6M | +18.6% | -2.0% | +20.5% | +18.7% |
| YTD | +45.9% | +11.7% | +34.2% | +42.8% |
| 1Y | +82.5% | +15.7% | +66.7% | +77.1% |
| 3Y | +648.9% | +34.4% | +614.5% | +561.6% |
| All | +1,417.0% | +67.6% | +1,349.4% | +1,212.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling