+1,350.3%
CRS vs EOSE
-70.0%
+1,420.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -19.3% |
| 6M | +8.7% | -38.8% | +47.4% | +10.3% |
| YTD | +41.0% | -65.5% | +106.5% | +46.6% |
| 1Y | +82.7% | -45.3% | +128.0% | +81.3% |
| 3Y | +604.8% | +44.2% | +560.6% | +506.3% |
| All | +1,350.3% | -70.0% | +1,420.3% | +1,294.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling