+290.1%
ETR vs CRS
+1,392.1%
-1,102.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | -0.2% |
| 7D | -1.8% | -6.8% | +5.0% | -0.9% |
| 30D | -1.8% | -16.1% | +14.4% | +0.4% |
| 3M | -3.6% | -21.2% | +17.6% | -0.8% |
| 6M | +2.6% | +8.7% | -6.1% | +0.7% |
| YTD | +16.0% | +41.0% | -25.0% | +9.7% |
| 1Y | +20.1% | +82.7% | -62.5% | +9.1% |
| 3Y | +143.6% | +604.8% | -461.2% | +78.1% |
| 5Y | +124.4% | +1,384.7% | -1,260.3% | +42.8% |
| All | +290.1% | +1,392.1% | -1,102.0% | +116.1% |
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