+154.8%
EXPE vs CRS
+636.8%
-482.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -11.5% | -0.5% | -11.0% | -11.4% |
| 30D | -13.1% | -18.1% | +5.0% | -10.6% |
| 3M | +18.1% | -12.4% | +30.6% | +19.5% |
| 6M | +13.3% | +15.9% | -2.7% | +9.1% |
| YTD | -3.2% | +45.8% | -49.1% | -11.2% |
| 1Y | +26.1% | +87.8% | -61.6% | +9.1% |
| All | +154.8% | +636.8% | -482.0% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling