+358.7%
EWZ vs CRS
+4,244.2%
-3,885.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.7% | -7.7% | -1.8% |
| 7D | +1.4% | +4.9% | -3.5% | -0.7% |
| 30D | -25.1% | -20.8% | -4.3% | -19.5% |
| 3M | -7.7% | -46.4% | +38.7% | +15.2% |
| 6M | -15.8% | -28.6% | +12.7% | -7.4% |
| YTD | +3.6% | -2.8% | +6.4% | -0.6% |
| 1Y | +5.5% | -6.7% | +12.2% | +2.6% |
| 3Y | +22.1% | +368.0% | -345.9% | -44.7% |
| 5Y | +58.3% | +852.9% | -794.5% | -51.7% |
| 10Y | +50.3% | +905.1% | -854.8% | -63.4% |
| All | +358.7% | +4,244.2% | -3,885.5% | -39.4% |
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 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