+1,323.2%
CRS vs ET
+177.0%
+1,146.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.6% |
| 7D | -6.8% | +0.2% | -7.0% | -6.9% |
| 30D | -16.1% | +2.9% | -19.0% | -17.6% |
| 3M | -21.2% | +16.8% | -38.0% | -28.8% |
| 6M | +8.7% | +18.9% | -10.2% | -3.7% |
| YTD | +41.0% | +37.7% | +3.3% | +13.5% |
| 1Y | +82.7% | +32.4% | +50.2% | +50.3% |
| 3Y | +604.8% | +99.5% | +505.3% | +348.7% |
| 5Y | +1,384.7% | +244.0% | +1,140.7% | +576.6% |
| All | +1,323.2% | +177.0% | +1,146.2% | +582.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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