+84.1%
EWZ vs CRS
+1,306.2%
-1,222.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.5% | +5.5% | +3.0% |
| 7D | +5.6% | -3.1% | +8.6% | +6.4% |
| 30D | +9.3% | -19.6% | +28.9% | +16.1% |
| 3M | +15.7% | -8.1% | +23.8% | +17.5% |
| 6M | +7.4% | +18.6% | -11.1% | +0.6% |
| YTD | +22.7% | +45.9% | -23.2% | +7.5% |
| 1Y | +36.4% | +82.5% | -46.1% | +10.3% |
| 3Y | +50.4% | +648.9% | -598.5% | -27.5% |
| 5Y | +67.6% | +1,438.1% | -1,370.5% | -41.4% |
| 10Y | +84.1% | +1,327.0% | -1,242.9% | -43.4% |
| All | +84.1% | +1,306.2% | -1,222.1% | -43.4% |
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 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