+801.7%
CRS vs EXEL
+320.7%
+481.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.4% |
| 7D | +4.8% | -0.8% | +5.6% | +5.0% |
| 30D | -23.2% | +13.1% | -36.3% | -25.5% |
| 3M | -45.5% | +36.3% | -81.8% | -49.6% |
| 6M | -33.1% | +34.5% | -67.6% | -38.1% |
| YTD | -7.2% | +57.4% | -64.6% | -17.7% |
| 1Y | -10.0% | +62.9% | -73.0% | -20.9% |
| 3Y | +332.3% | +229.5% | +102.8% | +210.2% |
| 5Y | +801.9% | +281.2% | +520.7% | +511.1% |
| All | +801.7% | +320.7% | +481.0% | +476.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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