+1.2%
EXE vs CRS
+79.6%
-78.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -2.1% |
| 7D | -3.1% | -6.8% | +3.6% | -3.3% |
| 30D | -0.9% | -16.1% | +15.2% | -1.2% |
| 3M | +9.6% | -21.2% | +30.7% | +9.1% |
| 6M | -11.6% | +8.7% | -20.3% | -12.5% |
| YTD | -12.6% | +41.0% | -53.5% | -14.6% |
| 1Y | +1.2% | +82.7% | -81.5% | -3.0% |
| All | +1.2% | +79.6% | -78.4% | -3.0% |
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