+197.5%
EWT vs CRS
+612.2%
-414.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +3.0% | +2.1% |
| 7D | -1.1% | -6.8% | +5.6% | +0.4% |
| 30D | +4.5% | -16.1% | +20.6% | +8.6% |
| 3M | +8.3% | -21.2% | +29.4% | +14.1% |
| 6M | +54.2% | +8.7% | +45.6% | +51.8% |
| YTD | +74.6% | +41.0% | +33.6% | +63.6% |
| 1Y | +84.9% | +82.7% | +2.2% | +63.9% |
| 3Y | +197.5% | +604.8% | -407.2% | +110.4% |
| All | +197.5% | +612.2% | -414.7% | +110.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling