+184.3%
SE vs CRS
+636.8%
-452.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -3.6% | -0.5% | -3.1% | -3.5% |
| 30D | -5.3% | -18.1% | +12.8% | -0.8% |
| 3M | +28.1% | -12.4% | +40.5% | +31.1% |
| 6M | +20.7% | +15.9% | +4.7% | +14.1% |
| YTD | -14.8% | +45.8% | -60.6% | -24.5% |
| 1Y | -43.6% | +87.8% | -131.3% | -53.8% |
| All | +184.3% | +636.8% | -452.5% | +92.5% |
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