+648.9%
CRS vs EL
-30.9%
+679.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -3.3% |
| 7D | -3.1% | +1.7% | -4.8% | -3.2% |
| 30D | -19.6% | +15.5% | -35.1% | -20.9% |
| 3M | -8.1% | +20.6% | -28.6% | -10.1% |
| 6M | +18.6% | +10.5% | +8.1% | +16.5% |
| YTD | +45.9% | -1.9% | +47.7% | +43.9% |
| 1Y | +82.5% | +16.1% | +66.4% | +74.8% |
| 3Y | +648.9% | -30.2% | +679.1% | +601.3% |
| All | +648.9% | -30.9% | +679.8% | +601.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling