+82.7%
CRS vs ET
+33.4%
+49.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.4% |
| 7D | -6.8% | +0.2% | -7.0% | -6.7% |
| 30D | -16.1% | +2.9% | -19.0% | -15.3% |
| 3M | -21.2% | +16.8% | -38.0% | -16.9% |
| 6M | +8.7% | +18.9% | -10.2% | +13.9% |
| YTD | +41.0% | +37.7% | +3.3% | +47.6% |
| 1Y | +82.7% | +32.4% | +50.2% | +95.0% |
| All | +82.7% | +33.4% | +49.2% | +95.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling