+332.3%
CRS vs ELF
+24.2%
+308.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.9% | -6.6% | -3.0% |
| 7D | +4.8% | +1.6% | +3.2% | +4.6% |
| 30D | -23.2% | +9.1% | -32.3% | -23.9% |
| 3M | -45.5% | +28.2% | -73.7% | -46.9% |
| 6M | -33.1% | +119.5% | -152.7% | -38.7% |
| YTD | -7.2% | +55.2% | -62.4% | -12.6% |
| 1Y | -10.0% | +58.6% | -68.6% | -15.5% |
| 3Y | +332.3% | +21.3% | +311.0% | +245.9% |
| All | +332.3% | +24.2% | +308.1% | +245.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling