+604.8%
CRS vs EFV
+90.2%
+514.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -2.4% |
| 7D | -6.8% | -0.8% | -6.0% | -5.9% |
| 30D | -16.1% | +0.6% | -16.8% | -16.8% |
| 3M | -21.2% | +7.5% | -28.7% | -28.0% |
| 6M | +8.7% | +13.0% | -4.3% | -5.8% |
| YTD | +41.0% | +18.3% | +22.7% | +15.4% |
| 1Y | +82.7% | +26.7% | +55.9% | +38.4% |
| 3Y | +604.8% | +89.6% | +515.2% | +224.8% |
| All | +604.8% | +90.2% | +514.6% | +224.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling