+152.1%
ECL vs CRS
+1,409.1%
-1,257.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.3% |
| 7D | -2.6% | -4.1% | +1.5% | -1.8% |
| 30D | -4.6% | -16.6% | +12.0% | -0.9% |
| 3M | +6.0% | -14.3% | +20.2% | +8.8% |
| 6M | -3.0% | +11.6% | -14.5% | -6.4% |
| YTD | +4.0% | +42.6% | -38.6% | -5.5% |
| 1Y | +2.0% | +81.8% | -79.8% | -13.2% |
| 3Y | +53.9% | +632.1% | -578.1% | -11.5% |
| 5Y | +27.1% | +1,401.6% | -1,374.5% | -41.8% |
| All | +152.1% | +1,409.1% | -1,257.0% | -0.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling