+1,401.6%
CRS vs EFV
+94.1%
+1,307.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -1.8% |
| 7D | -4.1% | -2.0% | -2.1% | -1.5% |
| 30D | -16.6% | -0.2% | -16.4% | -16.4% |
| 3M | -14.3% | +9.1% | -23.4% | -24.0% |
| 6M | +11.6% | +11.7% | -0.1% | -3.5% |
| YTD | +42.6% | +17.0% | +25.5% | +15.3% |
| 1Y | +81.8% | +26.7% | +55.1% | +32.3% |
| 3Y | +632.1% | +90.2% | +541.9% | +198.0% |
| 5Y | +1,401.6% | +96.1% | +1,305.5% | +497.9% |
| All | +1,401.6% | +94.1% | +1,307.6% | +497.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling