-4.5%
CRS vs EL
+25.6%
-30.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.3% | -7.9% | -1.1% |
| 7D | +4.3% | +2.5% | +1.8% | +4.6% |
| 30D | -25.5% | +20.1% | -45.6% | -24.7% |
| 3M | -48.7% | +29.3% | -78.0% | -47.8% |
| 6M | -31.6% | +38.8% | -70.4% | -30.3% |
| YTD | -7.0% | +8.1% | -15.1% | -9.5% |
| 1Y | -4.5% | +22.3% | -26.8% | -5.0% |
| All | -4.5% | +25.6% | -30.1% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling