+6,345.9%
CRS vs ED
+2,476.3%
+3,869.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.9% |
| 7D | +0.2% | +2.1% | -1.9% | -0.6% |
| 30D | -22.9% | +12.4% | -35.3% | -26.4% |
| 3M | -46.8% | +13.1% | -60.0% | -49.5% |
| 6M | -30.4% | +14.1% | -44.5% | -34.3% |
| YTD | -5.4% | +23.1% | -28.4% | -13.3% |
| 1Y | -9.0% | +25.4% | -34.4% | -17.3% |
| 3Y | +352.2% | +47.9% | +304.3% | +274.9% |
| 5Y | +852.2% | +81.9% | +770.4% | +625.0% |
| 10Y | +862.6% | +141.3% | +721.4% | +531.7% |
| All | +6,345.9% | +2,476.3% | +3,869.6% | +2,455.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling