+589.4%
SE vs CRS
+987.2%
-397.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.4% |
| 7D | -6.1% | -0.2% | -5.9% | -6.1% |
| 30D | -2.5% | -16.6% | +14.2% | +2.7% |
| 3M | +21.7% | -3.5% | +25.2% | +21.8% |
| 6M | +27.0% | +15.4% | +11.6% | +19.6% |
| YTD | -12.1% | +51.2% | -63.3% | -24.3% |
| 1Y | -40.9% | +98.3% | -139.2% | -53.8% |
| 3Y | +191.0% | +651.5% | -460.6% | +45.7% |
| 5Y | -68.3% | +1,411.1% | -1,479.4% | -87.3% |
| All | +589.4% | +987.2% | -397.8% | +188.4% |
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