+50.3%
EWZ vs CRS
+967.2%
-916.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.7% | -7.7% | -0.8% |
| 7D | +1.4% | +4.9% | -3.5% | -0.1% |
| 30D | -25.1% | -20.8% | -4.3% | -20.9% |
| 3M | -7.7% | -46.4% | +38.7% | +9.0% |
| 6M | -15.8% | -28.6% | +12.7% | -9.6% |
| YTD | +3.6% | -2.8% | +6.4% | +0.6% |
| 1Y | +5.5% | -6.7% | +12.2% | +3.5% |
| 3Y | +22.1% | +368.0% | -345.9% | -33.7% |
| 5Y | +58.3% | +852.9% | -794.5% | -37.6% |
| 10Y | +50.3% | +905.1% | -854.8% | -49.0% |
| All | +50.3% | +967.2% | -916.9% | -49.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling