+192.7%
EXC vs CRS
+814.8%
-622.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.3% |
| 7D | -1.9% | +7.4% | -9.3% | -2.9% |
| 30D | +7.8% | -21.2% | +29.0% | +10.4% |
| 3M | +1.9% | -43.3% | +45.1% | +8.7% |
| 6M | +3.4% | -29.4% | +32.8% | +6.7% |
| YTD | +7.6% | -4.7% | +12.3% | +5.8% |
| 1Y | +2.1% | -9.6% | +11.7% | +1.1% |
| 3Y | +29.6% | +355.5% | -325.9% | -5.1% |
| 5Y | +39.5% | +826.6% | -787.0% | -13.4% |
| All | +192.7% | +814.8% | -622.1% | +56.3% |
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