+726.6%
EXPE vs CRS
+1,242.9%
-516.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.2% |
| 7D | -0.5% | +4.8% | -5.3% | -2.4% |
| 30D | -6.1% | -23.2% | +17.1% | +1.5% |
| 3M | -21.3% | -45.5% | +24.2% | -4.0% |
| 6M | +19.0% | -33.1% | +52.1% | +32.8% |
| YTD | -8.4% | -7.2% | -1.2% | -12.1% |
| 1Y | -2.8% | -10.0% | +7.2% | -5.7% |
| 3Y | +120.8% | +332.3% | -211.6% | +7.6% |
| 5Y | +46.2% | +801.9% | -755.7% | -49.5% |
| 10Y | +123.8% | +820.9% | -697.1% | -34.4% |
| All | +726.6% | +1,242.9% | -516.3% | +71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling