+10,197.9%
CRS vs ED
+2,217.3%
+7,980.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.2% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | -16.6% | -0.1% | -16.5% | -16.7% |
| 3M | -3.5% | +3.9% | -7.4% | -5.2% |
| 6M | +15.4% | -3.0% | +18.5% | +16.0% |
| YTD | +51.2% | +10.7% | +40.5% | +44.6% |
| 1Y | +98.3% | +13.3% | +85.0% | +87.3% |
| 3Y | +651.5% | +34.5% | +617.1% | +548.3% |
| 5Y | +1,411.1% | +67.1% | +1,344.0% | +1,088.9% |
| 10Y | +1,424.3% | +103.0% | +1,321.3% | +972.5% |
| All | +10,197.9% | +2,217.3% | +7,980.6% | +4,163.6% |
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