+7,692.7%
EW vs CRS
+4,359.7%
+3,333.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +3.9% | +1.7% |
| 7D | +4.9% | +4.8% | +0.1% | +4.1% |
| 30D | +23.9% | -23.2% | +47.1% | +28.2% |
| 3M | +15.8% | -45.5% | +61.3% | +26.1% |
| 6M | +31.7% | -33.1% | +64.8% | +38.2% |
| YTD | +25.7% | -7.2% | +32.9% | +24.7% |
| 1Y | +24.4% | -10.0% | +34.5% | +23.9% |
| 3Y | +65.9% | +332.3% | -266.4% | +23.2% |
| 5Y | -7.6% | +801.9% | -809.5% | -41.1% |
| 10Y | +253.2% | +820.9% | -567.7% | +106.2% |
| All | +7,692.7% | +4,359.7% | +3,333.0% | +3,632.0% |
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