+47.3%
EXPE vs CRS
+800.5%
-753.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.5% |
| 7D | -0.5% | +4.8% | -5.3% | -1.7% |
| 30D | -6.1% | -23.2% | +17.1% | -1.0% |
| 3M | -21.3% | -45.5% | +24.2% | -9.7% |
| 6M | +19.0% | -33.1% | +52.1% | +27.8% |
| YTD | -8.4% | -7.2% | -1.2% | -12.2% |
| 1Y | -2.8% | -10.0% | +7.2% | -6.0% |
| 3Y | +120.8% | +332.3% | -211.6% | +17.8% |
| All | +47.3% | +800.5% | -753.3% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling