+1,339.9%
CRS vs ET
+1,451.4%
-111.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.5% | -2.3% |
| 7D | -4.1% | +1.4% | -5.5% | -4.7% |
| 30D | -16.6% | +4.6% | -21.2% | -18.4% |
| 3M | -14.3% | +16.0% | -30.3% | -20.5% |
| 6M | +11.6% | +22.8% | -11.2% | +0.2% |
| YTD | +42.6% | +38.9% | +3.7% | +20.4% |
| 1Y | +81.8% | +34.1% | +47.7% | +55.8% |
| 3Y | +632.1% | +98.8% | +533.2% | +421.9% |
| 5Y | +1,401.6% | +246.8% | +1,154.8% | +728.3% |
| 10Y | +1,379.0% | +174.4% | +1,204.7% | +749.8% |
| All | +1,339.9% | +1,451.4% | -111.5% | +77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling