+99.6%
DE vs CRS
+1,363.4%
-1,263.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | -2.6% | -6.8% | +4.2% | -1.0% |
| 30D | +9.0% | -16.1% | +25.2% | +13.4% |
| 3M | +19.1% | -21.2% | +40.3% | +25.5% |
| 6M | +14.4% | +8.7% | +5.7% | +11.0% |
| YTD | +45.9% | +41.0% | +5.0% | +32.6% |
| 1Y | +43.6% | +82.7% | -39.1% | +21.2% |
| 3Y | +75.9% | +604.8% | -528.9% | -5.2% |
| All | +99.6% | +1,363.4% | -1,263.8% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 5y: compounded portfolio wealth divided by compounded CRS 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…
5y analysis · Full analysis span regression · 6 months rolling