-77.8%
SE vs CRS
+864.2%
-942.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.5% | -6.2% | -4.5% |
| 7D | -7.7% | +4.4% | -12.1% | -9.2% |
| 30D | -22.8% | -19.1% | -3.7% | -17.7% |
| 3M | -43.7% | -43.2% | -0.5% | -32.1% |
| 6M | -12.8% | -28.9% | +16.1% | -4.6% |
| YTD | -42.0% | -3.0% | -39.0% | -44.6% |
| 1Y | -48.0% | -5.3% | -42.7% | -49.9% |
| 3Y | +62.7% | +363.5% | -300.9% | -26.1% |
| 5Y | -77.8% | +858.2% | -936.0% | -93.3% |
| All | -77.8% | +864.2% | -942.0% | -93.3% |
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