+604.8%
CRS vs EOSE
+42.6%
+562.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.1% |
| 7D | -6.8% | +1.8% | -8.6% | -6.9% |
| 30D | -16.1% | -6.8% | -9.3% | -16.0% |
| 3M | -21.2% | -36.3% | +15.1% | -19.8% |
| 6M | +8.7% | -38.8% | +47.4% | +9.9% |
| YTD | +41.0% | -65.5% | +106.5% | +44.8% |
| 1Y | +82.7% | -45.3% | +128.0% | +82.3% |
| 3Y | +604.8% | +44.2% | +560.6% | +568.7% |
| All | +604.8% | +42.6% | +562.2% | +568.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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