-29.4%
EW vs CRS
+1,446.1%
-1,475.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -5.1% | -0.5% | -4.6% | -5.0% |
| 30D | -6.4% | -18.1% | +11.7% | -4.4% |
| 3M | -1.6% | -12.4% | +10.9% | -0.6% |
| 6M | +2.3% | +15.9% | -13.7% | -0.1% |
| YTD | +1.1% | +45.8% | -44.7% | -3.9% |
| 1Y | +8.0% | +87.8% | -79.8% | -0.5% |
| 3Y | +16.3% | +648.7% | -632.4% | -14.6% |
| 5Y | -29.4% | +1,416.6% | -1,446.0% | -56.3% |
| All | -29.4% | +1,446.1% | -1,475.5% | -56.3% |
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