+591.5%
EWT vs CRS
+7,491.7%
-6,900.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.1% | -0.5% | +2.7% | +2.3% |
| 30D | +9.4% | -18.1% | +27.5% | +15.3% |
| 3M | +10.9% | -12.4% | +23.3% | +14.7% |
| 6M | +57.9% | +15.9% | +42.0% | +50.9% |
| YTD | +75.9% | +45.8% | +30.1% | +57.2% |
| 1Y | +89.7% | +87.8% | +2.0% | +56.3% |
| 3Y | +200.9% | +648.7% | -447.8% | +61.7% |
| 5Y | +154.5% | +1,416.6% | -1,262.1% | +6.2% |
| 10Y | +520.8% | +1,412.7% | -891.9% | +115.9% |
| All | +591.5% | +7,491.7% | -6,900.2% | +33.1% |
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 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