+81.8%
CRS vs EL
+11.6%
+70.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -2.2% |
| 7D | -4.1% | -4.4% | +0.2% | -4.1% |
| 30D | -16.6% | +10.3% | -26.9% | -16.3% |
| 3M | -14.3% | +13.4% | -27.6% | -14.0% |
| 6M | +11.6% | +3.1% | +8.5% | +10.5% |
| YTD | +42.6% | -6.9% | +49.5% | +37.7% |
| 1Y | +81.8% | +11.9% | +69.9% | +69.8% |
| All | +81.8% | +11.6% | +70.2% | +69.8% |
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