+60.8%
EWZ vs CRS
+849.0%
-788.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.7% |
| 7D | +1.3% | +0.2% | +1.1% | +1.1% |
| 30D | -26.2% | -22.9% | -3.3% | -21.4% |
| 3M | -8.6% | -46.8% | +38.2% | +8.1% |
| 6M | -17.0% | -30.4% | +13.4% | -10.1% |
| YTD | +2.2% | -5.4% | +7.5% | 0.0% |
| 1Y | +2.7% | -9.0% | +11.7% | +1.5% |
| 3Y | +18.2% | +352.2% | -334.0% | -35.2% |
| 5Y | +56.0% | +852.2% | -796.2% | -38.8% |
| 10Y | +60.8% | +862.6% | -801.8% | -45.4% |
| All | +60.8% | +849.0% | -788.2% | -45.4% |
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