+6,438.2%
EW vs CRS
+7,166.6%
-728.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | -0.1% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | +1.0% | -16.6% | +17.7% | +3.8% |
| 3M | +2.8% | -3.5% | +6.3% | +2.8% |
| 6M | +5.5% | +15.4% | -9.9% | +2.3% |
| YTD | +5.5% | +51.2% | -45.7% | -2.3% |
| 1Y | +11.0% | +98.3% | -87.3% | -2.1% |
| 3Y | +17.7% | +651.5% | -633.8% | -19.5% |
| 5Y | -25.7% | +1,411.1% | -1,436.9% | -56.1% |
| 10Y | +132.8% | +1,424.3% | -1,291.5% | +26.2% |
| All | +6,438.2% | +7,166.6% | -728.4% | +2,825.7% |
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