-18.9%
EXE vs CRS
-3.8%
-15.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.4% | -3.0% |
| 7D | -4.7% | +4.3% | -9.0% | -4.5% |
| 30D | +1.0% | -25.5% | +26.5% | +0.3% |
| 3M | -5.6% | -48.7% | +43.1% | -7.7% |
| 6M | -12.3% | -31.6% | +19.3% | -13.8% |
| YTD | -19.5% | -7.0% | -12.5% | -22.3% |
| 1Y | -18.9% | -4.5% | -14.4% | -22.0% |
| All | -18.9% | -3.8% | -15.1% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling