+178.5%
EXE vs CRS
+1,387.0%
-1,208.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.8% | -1.5% |
| 7D | -0.3% | -0.2% | 0.0% | -0.2% |
| 30D | +8.5% | -16.6% | +25.1% | +12.1% |
| 3M | +5.5% | -3.5% | +8.9% | +5.3% |
| 6M | -5.9% | +15.4% | -21.3% | -10.2% |
| YTD | -9.7% | +51.2% | -60.9% | -19.1% |
| 1Y | +3.6% | +98.3% | -94.7% | -13.7% |
| 3Y | +18.0% | +651.5% | -633.5% | -32.5% |
| 5Y | +109.4% | +1,411.1% | -1,301.7% | -6.4% |
| All | +178.5% | +1,387.0% | -1,208.5% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling