+363.5%
SE vs CRS
+567.2%
-203.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.9% |
| 7D | -0.5% | +4.8% | -5.3% | -2.0% |
| 30D | -20.9% | -23.2% | +2.2% | -15.3% |
| 3M | -38.9% | -45.5% | +6.6% | -27.7% |
| 6M | -19.4% | -33.1% | +13.7% | -11.2% |
| YTD | -40.9% | -7.2% | -33.7% | -41.8% |
| 1Y | -46.2% | -10.0% | -36.2% | -46.5% |
| 3Y | +63.7% | +332.3% | -268.6% | -3.9% |
| 5Y | -77.9% | +801.9% | -879.8% | -89.8% |
| All | +363.5% | +567.2% | -203.8% | +121.6% |
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 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