+35.8%
EQT vs CRS
+620.4%
-584.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.9% |
| 7D | -1.2% | -4.1% | +2.9% | -0.6% |
| 30D | +1.1% | -16.6% | +17.7% | +3.6% |
| 3M | +4.8% | -14.3% | +19.1% | +6.5% |
| 6M | -10.6% | +11.6% | -22.2% | -13.6% |
| YTD | +3.4% | +42.6% | -39.1% | -4.8% |
| 1Y | +8.7% | +81.8% | -73.1% | -5.6% |
| All | +35.8% | +620.4% | -584.6% | -3.3% |
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