+7,594.5%
EW vs CRS
+4,481.8%
+3,112.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.3% |
| 7D | +4.9% | +7.4% | -2.5% | +3.8% |
| 30D | +24.1% | -21.2% | +45.3% | +27.9% |
| 3M | +13.7% | -43.3% | +57.0% | +23.1% |
| 6M | +32.7% | -29.4% | +62.1% | +38.2% |
| YTD | +24.1% | -4.7% | +28.8% | +22.6% |
| 1Y | +23.6% | -9.6% | +33.2% | +23.1% |
| 3Y | +64.8% | +355.5% | -290.7% | +21.4% |
| 5Y | -8.8% | +826.6% | -835.3% | -42.1% |
| 10Y | +248.8% | +846.1% | -597.4% | +102.8% |
| All | +7,594.5% | +4,481.8% | +3,112.8% | +3,570.3% |
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 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