+14,232.0%
DE vs CRS
+9,476.5%
+4,755.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | -2.6% | -6.8% | +4.2% | -0.3% |
| 30D | +9.0% | -16.1% | +25.2% | +15.3% |
| 3M | +19.1% | -21.2% | +40.3% | +28.2% |
| 6M | +14.4% | +8.7% | +5.7% | +9.4% |
| YTD | +45.9% | +41.0% | +5.0% | +26.7% |
| 1Y | +43.6% | +82.7% | -39.1% | +12.2% |
| 3Y | +75.9% | +604.8% | -528.9% | -20.2% |
| 5Y | +98.8% | +1,384.7% | -1,285.9% | -34.5% |
| 10Y | +861.4% | +1,362.3% | -500.9% | +171.2% |
| All | +14,232.0% | +9,476.5% | +4,755.4% | +1,716.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling