+38.7%
EXPE vs CRS
+102.1%
-63.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.6% |
| 7D | -9.5% | -0.2% | -9.3% | -9.5% |
| 30D | -6.6% | -16.6% | +10.0% | -7.0% |
| 3M | +31.4% | -3.5% | +34.8% | +30.4% |
| 6M | +35.2% | +15.4% | +19.8% | +34.1% |
| YTD | +5.8% | +51.2% | -45.4% | +7.6% |
| 1Y | +38.7% | +98.3% | -59.6% | +43.0% |
| All | +38.7% | +102.1% | -63.4% | +43.0% |
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