+12,781.7%
ECL vs CRS
+10,171.0%
+2,610.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.3% |
| 7D | -2.6% | -0.2% | -2.4% | -2.6% |
| 30D | -2.2% | -16.6% | +14.5% | +1.7% |
| 3M | +10.1% | -3.5% | +13.6% | +10.2% |
| 6M | -5.7% | +15.4% | -21.2% | -9.8% |
| YTD | +7.0% | +51.2% | -44.2% | -4.1% |
| 1Y | +2.7% | +98.3% | -95.6% | -14.4% |
| 3Y | +57.7% | +651.5% | -593.8% | -7.8% |
| 5Y | +31.1% | +1,411.1% | -1,380.0% | -37.3% |
| 10Y | +150.9% | +1,424.3% | -1,273.5% | +6.2% |
| All | +12,781.7% | +10,171.0% | +2,610.7% | +3,296.6% |
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