+2,783.0%
CRS vs EL
+1,831.4%
+951.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.9% |
| 7D | +4.4% | +0.3% | +4.1% | +4.3% |
| 30D | -19.1% | +12.3% | -31.4% | -23.2% |
| 3M | -43.2% | +28.4% | -71.6% | -49.5% |
| 6M | -28.9% | +36.7% | -65.6% | -39.1% |
| YTD | -3.0% | +8.4% | -11.4% | -11.7% |
| 1Y | -5.3% | +25.4% | -30.7% | -19.2% |
| 3Y | +363.5% | +3.4% | +360.1% | +286.6% |
| 5Y | +858.2% | -64.8% | +922.9% | +1,147.5% |
| 10Y | +862.9% | +63.0% | +799.9% | +550.7% |
| All | +2,783.0% | +1,831.4% | +951.7% | +898.2% |
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