+1,230.8%
CRS vs ELF
+299.0%
+931.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -1.3% |
| 7D | -4.1% | -10.8% | +6.7% | -1.8% |
| 30D | -16.6% | +0.8% | -17.4% | -16.9% |
| 3M | -14.3% | +64.8% | -79.0% | -23.9% |
| 6M | +11.6% | +19.0% | -7.4% | +5.6% |
| YTD | +42.6% | +25.9% | +16.6% | +31.6% |
| 1Y | +81.8% | -28.8% | +110.6% | +85.9% |
| 3Y | +632.1% | -29.6% | +661.7% | +567.9% |
| 5Y | +1,401.6% | +216.2% | +1,185.4% | +719.7% |
| All | +1,230.8% | +299.0% | +931.8% | +472.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling