+352.0%
CRS vs EL
+3.5%
+348.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.6% |
| 7D | +4.4% | +0.3% | +4.1% | +4.4% |
| 30D | -19.1% | +12.3% | -31.4% | -20.2% |
| 3M | -43.2% | +28.4% | -71.6% | -44.9% |
| 6M | -28.9% | +36.7% | -65.6% | -31.7% |
| YTD | -3.0% | +8.4% | -11.4% | -5.4% |
| 1Y | -5.3% | +25.4% | -30.7% | -10.1% |
| All | +352.0% | +3.5% | +348.5% | +266.2% |
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