+195.6%
EQT vs CRS
+1,380.1%
-1,184.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.2% |
| 7D | -1.2% | -4.1% | +2.9% | -0.2% |
| 30D | +1.1% | -16.6% | +17.7% | +5.5% |
| 3M | +4.8% | -14.3% | +19.1% | +7.8% |
| 6M | -10.6% | +11.6% | -22.2% | -15.2% |
| YTD | +3.4% | +42.6% | -39.1% | -9.0% |
| 1Y | +8.7% | +81.8% | -73.1% | -12.4% |
| 3Y | +35.0% | +632.1% | -597.1% | -35.1% |
| All | +195.6% | +1,380.1% | -1,184.5% | +4.3% |
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 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