+1,339.5%
CRS vs EL
+25.3%
+1,314.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.4% |
| 7D | -4.1% | -4.4% | +0.2% | -2.6% |
| 30D | -16.6% | +10.3% | -26.9% | -20.2% |
| 3M | -14.3% | +13.4% | -27.6% | -19.2% |
| 6M | +11.6% | +3.1% | +8.5% | +7.4% |
| YTD | +42.6% | -6.9% | +49.5% | +39.3% |
| 1Y | +81.8% | +11.9% | +69.9% | +62.5% |
| 3Y | +632.1% | -33.8% | +665.9% | +648.7% |
| 5Y | +1,401.6% | -69.0% | +1,470.6% | +2,246.6% |
| All | +1,339.5% | +25.3% | +1,314.2% | +931.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling