+4,368.6%
ETR vs CRS
+9,808.6%
-5,440.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.5% | +4.7% | +1.6% |
| 7D | +1.4% | -3.1% | +4.5% | +1.8% |
| 30D | +1.9% | -19.6% | +21.5% | +4.8% |
| 3M | +1.0% | -8.1% | +9.1% | +1.8% |
| 6M | +4.8% | +18.6% | -13.7% | +1.7% |
| YTD | +19.5% | +45.9% | -26.3% | +12.5% |
| 1Y | +28.1% | +82.5% | -54.4% | +16.3% |
| 3Y | +151.1% | +648.9% | -497.7% | +83.5% |
| 5Y | +125.2% | +1,438.1% | -1,313.0% | +45.0% |
| 10Y | +291.1% | +1,327.0% | -1,035.8% | +133.2% |
| All | +4,368.6% | +9,808.6% | -5,440.0% | +2,080.5% |
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