+55.2%
EWT vs CRS
-3.8%
+59.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.3% | -0.7% |
| 7D | -10.9% | +4.3% | -15.2% | -12.1% |
| 30D | -17.7% | -25.5% | +7.8% | -10.2% |
| 3M | -5.0% | -48.7% | +43.7% | +17.4% |
| 6M | +7.4% | -31.6% | +39.0% | +22.4% |
| YTD | +52.8% | -7.0% | +59.8% | +66.1% |
| 1Y | +55.2% | -4.5% | +59.7% | +68.1% |
| All | +55.2% | -3.8% | +59.0% | +68.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling