+7,802.4%
CRS vs EXEL
+273.2%
+7,529.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -0.2% | +8.4% | -8.6% | -1.8% |
| 30D | -16.6% | +4.1% | -20.7% | -17.3% |
| 3M | -3.5% | +12.4% | -15.9% | -5.8% |
| 6M | +15.4% | +41.5% | -26.1% | +7.7% |
| YTD | +51.2% | +34.6% | +16.6% | +42.2% |
| 1Y | +98.3% | +57.9% | +40.4% | +80.6% |
| 3Y | +651.5% | +159.5% | +492.0% | +511.3% |
| 5Y | +1,411.1% | +198.5% | +1,212.6% | +1,081.5% |
| 10Y | +1,424.3% | +411.4% | +1,013.0% | +904.0% |
| All | +7,802.4% | +273.2% | +7,529.2% | +3,044.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling