+38.9%
ECL vs CRS
+800.5%
-761.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +2.0% |
| 7D | +2.9% | +4.8% | -1.9% | +2.1% |
| 30D | +7.5% | -23.2% | +30.7% | +11.2% |
| 3M | +12.2% | -45.5% | +57.8% | +22.6% |
| 6M | +24.6% | -33.1% | +57.7% | +30.7% |
| YTD | +18.8% | -7.2% | +26.0% | +17.2% |
| 1Y | +19.3% | -10.0% | +29.4% | +18.2% |
| 3Y | +78.2% | +332.3% | -254.1% | +20.9% |
| All | +38.9% | +800.5% | -761.6% | -23.8% |
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