+49.5%
EQT vs CRS
+1,409.1%
-1,359.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.2% |
| 7D | -1.2% | -4.1% | +2.9% | 0.0% |
| 30D | +1.1% | -16.6% | +17.7% | +6.2% |
| 3M | +4.8% | -14.3% | +19.1% | +8.3% |
| 6M | -10.6% | +11.6% | -22.2% | -15.5% |
| YTD | +3.4% | +42.6% | -39.1% | -9.8% |
| 1Y | +8.7% | +81.8% | -73.1% | -13.4% |
| 3Y | +35.0% | +632.1% | -597.1% | -34.5% |
| 5Y | +204.2% | +1,401.6% | -1,197.4% | +12.3% |
| All | +49.5% | +1,409.1% | -1,359.5% | -50.8% |
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 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