+2,009.6%
CRS vs EFV
+256.4%
+1,753.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -2.6% |
| 7D | -3.1% | +1.0% | -4.0% | -4.3% |
| 30D | -19.6% | +0.2% | -19.8% | -19.8% |
| 3M | -8.1% | +9.6% | -17.7% | -18.7% |
| 6M | +18.6% | +14.0% | +4.5% | +0.3% |
| YTD | +45.9% | +18.5% | +27.4% | +16.9% |
| 1Y | +82.5% | +27.9% | +54.6% | +32.4% |
| 3Y | +648.9% | +92.4% | +556.5% | +215.9% |
| 5Y | +1,438.1% | +97.2% | +1,341.0% | +545.7% |
| 10Y | +1,327.0% | +163.0% | +1,164.0% | +379.4% |
| All | +2,009.6% | +256.4% | +1,753.2% | +394.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling