+1,416.6%
CRS vs EL
-68.4%
+1,485.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.8% | +0.6% |
| 7D | -0.5% | -2.4% | +1.8% | 0.0% |
| 30D | -18.1% | +13.7% | -31.8% | -20.7% |
| 3M | -12.4% | +14.5% | -26.9% | -15.6% |
| 6M | +15.9% | +7.4% | +8.5% | +12.5% |
| YTD | +45.8% | -4.7% | +50.5% | +43.4% |
| 1Y | +87.8% | +12.9% | +74.8% | +75.0% |
| 3Y | +648.7% | -32.2% | +680.9% | +658.7% |
| 5Y | +1,416.6% | -68.4% | +1,485.0% | +1,983.3% |
| All | +1,416.6% | -68.4% | +1,485.0% | +1,983.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling