+21.2%
EXE vs CRS
+343.5%
-322.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.1% |
| 7D | +5.3% | +4.8% | +0.6% | +4.9% |
| 30D | -2.2% | -23.2% | +21.0% | -0.3% |
| 3M | -5.9% | -45.5% | +39.6% | -1.1% |
| 6M | -5.7% | -33.1% | +27.4% | -3.5% |
| YTD | -17.8% | -7.2% | -10.6% | -19.9% |
| 1Y | -23.1% | -10.0% | -13.1% | -24.8% |
| 3Y | +21.2% | +332.3% | -311.1% | +1.9% |
| All | +21.2% | +343.5% | -322.3% | +1.9% |
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