+4,392.8%
CRS vs EL
+1,685.7%
+2,707.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.3% | +0.5% |
| 7D | -0.2% | +0.8% | -1.0% | -0.6% |
| 30D | -16.6% | +19.8% | -36.5% | -23.1% |
| 3M | -3.5% | +25.7% | -29.2% | -13.0% |
| 6M | +15.4% | +5.4% | +10.0% | +9.7% |
| YTD | +51.2% | +0.2% | +51.0% | +43.3% |
| 1Y | +98.3% | +20.4% | +77.9% | +72.4% |
| 3Y | +651.5% | -32.1% | +683.7% | +649.1% |
| 5Y | +1,411.1% | -67.2% | +1,478.3% | +1,934.8% |
| 10Y | +1,424.3% | +31.7% | +1,392.6% | +1,031.0% |
| All | +4,392.8% | +1,685.7% | +2,707.1% | +1,519.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling