+160.0%
EXPE vs CRS
+1,392.1%
-1,232.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.6% | +1.8% |
| 7D | -5.8% | -6.8% | +1.0% | -3.4% |
| 30D | -13.6% | -16.1% | +2.5% | -8.4% |
| 3M | +25.2% | -21.2% | +46.4% | +34.3% |
| 6M | +22.3% | +8.7% | +13.7% | +15.9% |
| YTD | -0.3% | +41.0% | -41.3% | -15.8% |
| 1Y | +27.8% | +82.7% | -54.9% | -4.0% |
| 3Y | +162.4% | +604.8% | -442.3% | +7.7% |
| 5Y | +95.8% | +1,384.7% | -1,288.9% | -44.1% |
| All | +160.0% | +1,392.1% | -1,232.0% | -36.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling