+120.8%
EXPE vs CRS
+343.5%
-222.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.8% |
| 7D | -0.5% | +4.8% | -5.3% | -1.1% |
| 30D | -6.1% | -23.2% | +17.1% | -3.4% |
| 3M | -21.3% | -45.5% | +24.2% | -15.1% |
| 6M | +19.0% | -33.1% | +52.1% | +23.2% |
| YTD | -8.4% | -7.2% | -1.2% | -11.4% |
| 1Y | -2.8% | -10.0% | +7.2% | -5.4% |
| 3Y | +120.8% | +332.3% | -211.6% | +79.2% |
| All | +120.8% | +343.5% | -222.7% | +79.2% |
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 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