+49.5%
EWZ vs CRS
+683.5%
-633.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.0% |
| 7D | +6.5% | -0.2% | +6.7% | +6.5% |
| 30D | +4.8% | -16.6% | +21.5% | +7.8% |
| 3M | +9.9% | -3.5% | +13.4% | +10.0% |
| 6M | +1.9% | +15.4% | -13.5% | -1.3% |
| YTD | +20.3% | +51.2% | -30.9% | +11.9% |
| 1Y | +35.6% | +98.3% | -62.7% | +20.7% |
| All | +49.5% | +683.5% | -633.9% | +1.1% |
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 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