+105.4%
EXE vs CRS
+1,358.7%
-1,253.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.7% |
| 7D | -2.2% | -4.1% | +1.9% | -1.5% |
| 30D | -0.8% | -16.6% | +15.8% | +2.4% |
| 3M | +10.0% | -14.3% | +24.3% | +12.4% |
| 6M | -6.3% | +11.6% | -17.9% | -10.1% |
| YTD | -10.7% | +42.6% | -53.3% | -19.1% |
| 1Y | +2.7% | +81.8% | -79.1% | -12.9% |
| 3Y | +19.1% | +632.1% | -612.9% | -32.7% |
| 5Y | +105.4% | +1,401.6% | -1,296.2% | -14.1% |
| All | +105.4% | +1,358.7% | -1,253.3% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling