+57.6%
ECL vs CRS
+653.3%
-595.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | -0.1% |
| 7D | -0.8% | -3.1% | +2.3% | -0.5% |
| 30D | -2.5% | -19.6% | +17.1% | -0.6% |
| 3M | +8.3% | -8.1% | +16.4% | +8.7% |
| 6M | -1.1% | +18.6% | -19.6% | -3.2% |
| YTD | +6.5% | +45.9% | -39.3% | +2.4% |
| 1Y | +2.1% | +82.5% | -80.4% | -3.9% |
| 3Y | +57.6% | +648.9% | -591.3% | +32.6% |
| All | +57.6% | +653.3% | -595.6% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling