+17.1%
EW vs CRS
+653.3%
-636.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.5% | 0.0% | -3.4% |
| 7D | -4.4% | -3.1% | -1.4% | -4.3% |
| 30D | -3.3% | -19.6% | +16.3% | -2.5% |
| 3M | +1.0% | -8.1% | +9.1% | +1.1% |
| 6M | +6.2% | +18.6% | -12.3% | +5.0% |
| YTD | +1.7% | +45.9% | -44.1% | 0.0% |
| 1Y | +8.1% | +82.5% | -74.4% | +5.8% |
| 3Y | +17.1% | +648.9% | -631.8% | +18.3% |
| All | +17.1% | +653.3% | -636.2% | +18.3% |
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