+29.4%
EXPE vs CRS
+81.8%
-52.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.5% |
| 7D | -8.7% | -4.1% | -4.5% | -8.7% |
| 30D | -13.6% | -16.6% | +2.9% | -14.0% |
| 3M | +26.6% | -14.3% | +40.9% | +25.5% |
| 6M | +19.9% | +11.6% | +8.4% | +19.0% |
| YTD | -1.7% | +42.6% | -44.3% | -0.2% |
| 1Y | +29.4% | +81.8% | -52.4% | +34.3% |
| All | +29.4% | +81.8% | -52.4% | +34.3% |
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