+332.3%
CRS vs EXEL
+230.5%
+101.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -24.9% |
| 3M | -45.5% | +36.3% | -81.8% | -48.7% |
| 6M | -33.1% | +34.5% | -67.6% | -37.0% |
| YTD | -7.2% | +57.4% | -64.6% | -15.4% |
| 1Y | -10.0% | +62.9% | -73.0% | -18.5% |
| 3Y | +332.3% | +229.5% | +102.8% | +256.3% |
| All | +332.3% | +230.5% | +101.9% | +256.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling