col,group,H,n,rel,lo,hi,crps_model,crps_ref
asset_class,etf,5,241451,-0.014051067426099776,-0.015389977692230166,-0.012822847411394321,0.00045124491652042477,0.00045767574933360195
asset_class,etf,15,241451,-0.002545972799348607,-0.004434265262055392,-0.0010486252057405995,0.0007849199811543294,0.0007869234668962162
asset_class,etf,30,241451,-0.002908395135826796,-0.005602248366307874,-0.0006858381382108347,0.0010863044303832466,0.0010894730484981125
asset_class,etf,60,241451,-0.002511980411060804,-0.005486302174828426,0.00011960485415578092,0.0014987275506746194,0.001502501805778318
asset_class,stock,5,745017,-0.019861173789486906,-0.020550797918683746,-0.019105646950529416,0.0009041331226754066,0.0009224541447572633
asset_class,stock,15,745017,0.004428362875261136,0.0037332045677614806,0.005074551852240178,0.00151433846457595,0.0015076619901901497
asset_class,stock,30,745017,0.006688811500237019,0.005637512547936101,0.007656174861283038,0.0020874024499440407,0.0020735329787099246
asset_class,stock,60,745017,0.00807915130836925,0.00669410596015427,0.00933138538704403,0.002855719610185287,0.0028328327259609484
adv_tercile,high,5,360804,-0.01738306460859069,-0.018243548319270164,-0.016515726929716822,0.0007045806755875706,0.0007170451171869051
adv_tercile,high,15,360804,-0.0015371935909105107,-0.0025082484232150717,-0.0007352525814094417,0.001196942334823388,0.0011987850995953651
adv_tercile,high,30,360804,-0.0011441521424215828,-0.0024387847138893255,8.401089255761553e-06,0.0016505406609004668,0.0016524312937053638
adv_tercile,high,60,360804,-0.0003455373510277122,-0.0019268653530107025,0.0009939629795263146,0.0022626606836552354,0.0022634427876802934
adv_tercile,low,5,307090,-0.019626161401654428,-0.020603501978977014,-0.018716166153169386,0.000977889058103884,0.0009974654765390167
adv_tercile,low,15,307090,0.008424717468964102,0.007563269362311675,0.009395095312052166,0.0016399821663166357,0.0016262812066257278
adv_tercile,low,30,307090,0.011595479303886713,0.010380939581224354,0.012871017585452846,0.002263736224681843,0.0022377880002385905
adv_tercile,low,60,307090,0.013423940481967947,0.011678436995280159,0.015052727815403292,0.003102193611365179,0.003061101566132162
adv_tercile,mid,5,318574,-0.02016647849693306,-0.02109456465232026,-0.019226529106593837,0.0007157916404578437,0.0007305237315822974
adv_tercile,mid,15,318574,0.0024857123658612586,0.0015298862147080671,0.003253882786154975,0.0011998590864442209,0.0011968839771417385
adv_tercile,mid,30,318574,0.004350397316272884,0.0030262197789892105,0.005559075368594518,0.0016534531136167593,0.001646291093262825
adv_tercile,mid,60,318574,0.005307103480065566,0.003691133909952346,0.006708221232407134,0.002261324719655944,0.002249386990132598
vol_tercile,high,5,345710,-0.01786828866565342,-0.0186720507860792,-0.01704142286274898,0.001133029955205866,0.0011536435919236388
vol_tercile,high,15,345710,0.004217977098331516,0.003294514222115407,0.0051225046837716035,0.0019161684198325951,0.001908120013315562
vol_tercile,high,30,345710,0.005869146526403746,0.0047359849184935845,0.006942901113357639,0.0026481933392306896,0.002632741394221873
vol_tercile,high,60,345710,0.007123493132465522,0.005453361856133807,0.008549078443984044,0.0036313902129672046,0.003605704998175008
vol_tercile,low,5,321944,-0.0212005931289939,-0.022133635792939664,-0.02027191144838703,0.0005078577762669976,0.0005188578708792853
vol_tercile,low,15,321944,0.0057396287283178965,0.004943804602270016,0.006433240627027983,0.0008516554398896896,0.0008467951501190656
vol_tercile,low,30,321944,0.008656484746887764,0.007526683272242961,0.009816013699207482,0.0011730669620512591,0.001162999474836697
vol_tercile,low,60,321944,0.01022742203949004,0.008672990836442414,0.011646081057094594,0.0016070928622210735,0.0015908228455891705
vol_tercile,mid,5,318814,-0.019555071166312745,-0.020548989873205723,-0.018554266840248065,0.000713100846444367,0.0007273237134212667
vol_tercile,mid,15,318814,0.000375859284537355,-0.0004556938990699081,0.001116618279088084,0.001195379346178342,0.0011949302205605699
vol_tercile,mid,30,318814,0.0018820815519139293,0.0006835877174959667,0.0031402310150270623,0.0016444409992483146,0.0016413518412277395
vol_tercile,mid,60,318814,0.002829745713169703,0.0014064322867301544,0.0042966393993450576,0.002247790585418319,0.0022414478579509886
group,broad_equity,5,43443,-0.014633827507155483,-0.016737465976128293,-0.012605264274830422,0.00039261971444934303,0.000398450571381061
group,broad_equity,15,43443,-0.005171765226112508,-0.007119590266868063,-0.0031451709414073103,0.0006939987915591093,0.0006976066493698251
group,broad_equity,30,43443,-0.005751343185729331,-0.00852206508467613,-0.003069110908546403,0.0009633773911403836,0.0009689501560175063
group,broad_equity,60,43443,-0.004810801534479565,-0.007874582077649718,-0.001723891987127746,0.0013353383317286913,0.0013417934336381924
group,commodity,5,13093,-0.011778187932730697,-0.01508273046191984,-0.00856650353366345,0.0005197901291329479,0.0005259852826417532
group,commodity,15,13093,-0.001818142809199809,-0.0043352086338182974,0.00042711875259275226,0.0008891501702555308,0.0008907697168108032
group,commodity,30,13093,-0.004172215265028445,-0.007253046221924887,-0.0014562624584316855,0.0012329959202713938,0.001238161797824854
group,commodity,60,13093,-0.002814994357002966,-0.006066621213723395,-7.80817952738981e-05,0.0016795304955117994,0.0016842717108735681
group,construction,5,39740,-0.018028669263620616,-0.020256476119751697,-0.015788001876562895,0.0013488711381391381,0.0013736359666708605
group,construction,15,39740,0.0007296136111238457,-0.0014590618928784463,0.0031036371926874,0.0022493732608022936,0.002247733284004108
group,construction,30,39740,0.0013658216532899611,-0.0014198065815579065,0.0037864026491024635,0.0031126596927155766,0.0031084141533575275
group,construction,60,39740,0.001550126532780964,-0.0011857681325170223,0.004284892086377588,0.004279703727786746,0.0042730799132365445
group,finance_insurance_realestate,5,100382,-0.01977472368058978,-0.021158081191991522,-0.018311279657006806,0.0008295965329660212,0.0008463325247855513
group,finance_insurance_realestate,15,100382,-0.0017910879894869132,-0.003225861946171352,-0.0003925765011984483,0.0013962793798628817,0.0013987847263861896
group,finance_insurance_realestate,30,100382,-0.0009948175516549778,-0.0028548699616072854,0.0005664061725035583,0.0019216625272242137,0.0019235761345247836
group,finance_insurance_realestate,60,100382,0.00034532387002353545,-0.0017712500936267555,0.0023345910529052297,0.002635761442468369,0.002634851565328892
group,fixed_income,5,33256,-0.018952220319429103,-0.020931135072678162,-0.017201774157704176,0.00016009817754570693,0.00016319100951213091
group,fixed_income,15,33256,0.0101436001741833,0.00800746365405593,0.012235065919231111,0.00026305634236870273,0.000260414798770534
group,fixed_income,30,33256,0.015027945869733134,0.012773641380322229,0.017327567017537897,0.00036356967165652163,0.0003581868589292827
group,fixed_income,60,33256,0.017823338326970875,0.014757127547465722,0.020980004188203314,0.000502306117632355,0.0004935101197993866
group,international,5,42599,-0.014367006806344479,-0.01635905499290821,-0.012425205643452678,0.00030075383015296895,0.00030513774622992695
group,international,15,42599,-0.0028747097555289368,-0.005383772135495419,-0.0008082281628744842,0.0005213690638434818,0.0005228721695702399
group,international,30,42599,-0.003342425810779355,-0.006830191308480503,-0.00012893659787251225,0.0007230477150383544,0.0007254725532252664
group,international,60,42599,-0.0025208943383890118,-0.0065159054014172,0.0011940538215026537,0.0009903202775544038,0.0009928230796348771
group,leveraged_inverse,5,40725,-0.01340093689101584,-0.015171704282137051,-0.011526008951225677,0.0008110097731273067,0.000822025687488129
group,leveraged_inverse,15,40725,-0.002459142007965456,-0.0049243205502541845,-0.000292817509718972,0.0014298037379261788,0.0014333284962425026
group,leveraged_inverse,30,40725,-0.0030680675629814087,-0.0065781562773720185,-2.9140413896907188e-05,0.001974398396559033,0.001980474626519967
group,leveraged_inverse,60,40725,-0.0032088355988702452,-0.007083233009813736,0.0002969878935824388,0.002724640505877896,0.0027334115742436932
group,manufacturing,5,103376,-0.02199483075356708,-0.023305519528466344,-0.020736489438201642,0.0009725736976781115,0.0009944463774434788
group,manufacturing,15,103376,-0.0010243708069616023,-0.001995394657954653,-7.481222339321293e-05,0.0016451643011925554,0.001646851287574954
group,manufacturing,30,103376,0.00027447192920327767,-0.0009198733668040438,0.0014823120293936105,0.0022735096235162247,0.0022728857801712823
group,manufacturing,60,103376,0.0015433378389610017,5.58658268332512e-05,0.0029995467402318785,0.0031123451413287003,0.0031075491431496465
group,mining,5,74110,-0.014578152579915004,-0.015889582563504572,-0.01315206325667648,0.0008178981312639366,0.0008299979682866385
group,mining,15,74110,0.0005395106754455346,-0.0007184461326534005,0.0016723672462406912,0.0013820849634772006,0.0013813397159540264
group,mining,30,74110,0.00010438557992625658,-0.0013800590284564892,0.0014001708457190517,0.001903762063116038,0.0019035633585509292
group,mining,60,74110,0.0015221619731194827,-0.0006420903169367239,0.0034126125131348456,0.0025910066681663277,0.0025870687305228793
group,other,5,35753,-0.016464964404757733,-0.01859286898700197,-0.014478086929271524,0.00034349221170269214,0.00034924247664935317
group,other,15,35753,-0.000617651157419845,-0.0026726683451195245,0.0012167316034926328,0.0005908224235225408,0.000591187571210151
group,other,30,35753,-0.0008867533928923528,-0.0036548431171319084,0.0015673236915140928,0.0008192488186524938,0.0008199759350950294
group,other,60,35753,0.002271155767097729,-0.0009063864482112066,0.005026854788075728,0.001133492913176181,0.0011309244076855144
group,retail,5,83777,-0.01888454542816827,-0.020357249690195638,-0.01742090708636522,0.0008322485422844522,0.000848267692050222
group,retail,15,83777,-0.0005059611772847838,-0.0015474773324361491,0.0004798690096753633,0.0013930065045508694,0.0013937116685474834
group,retail,30,83777,0.0006152203089326535,-0.0008028252555983355,0.0020099900120928898,0.0019111909376515572,0.0019100158571058825
group,retail,60,83777,0.001306209287518803,-0.00040545787632611244,0.002795425552820136,0.002596870949222969,0.0025934833172269823
group,sector,5,24457,-0.016166801202417654,-0.01823880260763729,-0.013941758258161444,0.0004909286215213854,0.00049899578721412
group,sector,15,24457,-0.0036152505832056725,-0.005408830467478716,-0.0019783448956976687,0.0008381511007363848,0.0008411922214054088
group,sector,30,24457,-0.0039522034326120664,-0.0059869822174575035,-0.0021170381042082504,0.0011670394675343133,0.0011716701463084427
group,sector,60,24457,-0.0032316582374394736,-0.005691538202686968,-0.0007551502195513675,0.0015998062176741721,0.0016049930065448054
group,services,5,108403,-0.023933691441692138,-0.025310775440206348,-0.022620052047975767,0.0009635309380398587,0.000987157255190004
group,services,15,108403,0.005916278692316931,0.004846095529835025,0.0070373281456711,0.0016125313015921108,0.001603047227437644
group,services,30,108403,0.008807851806350077,0.00729527653269665,0.010145561058799667,0.0022176949381945204,0.0021983323526116125
group,services,60,108403,0.009697148591851543,0.00787091261069248,0.011376774221661183,0.003038998746549097,0.0030098121508883723
group,transport_utilities,5,114443,-0.020542199609550404,-0.021720269542113896,-0.019173899760102572,0.0009076372538803195,0.0009266731588829048
group,transport_utilities,15,114443,0.012408888845142742,0.01109864487645504,0.013639019963625112,0.0015149702264310935,0.0014964015459793362
group,transport_utilities,30,114443,0.016921394743767464,0.015272432803060376,0.018642363735397134,0.002094393938076226,0.002059543588031156
group,transport_utilities,60,114443,0.018763055792304403,0.01674919915603523,0.020872803531443627,0.002862897135644961,0.0028101697635849686
group,unknown,5,89648,-0.015607958311517272,-0.016968015839154152,-0.01433362232918382,0.0008265936036205865,0.0008396995999711335
group,unknown,15,89648,0.018812600257256732,0.017363939900125358,0.020107481619544704,0.0013633575299197016,0.001338182831244377
group,unknown,30,89648,0.024636336949361973,0.022716028744644984,0.026408439357151155,0.0018792195042668068,0.0018340355856027763
group,unknown,60,89648,0.028038671821350072,0.02557750708751238,0.03035618775140799,0.002573816982498596,0.0025036188356014175
group,volatility_alt,5,8125,-0.007944262055539037,-0.011401567592090062,-0.0038794989390597864,0.0011863898052802203,0.0011958902709825754
group,volatility_alt,15,8125,-0.005796227637070704,-0.010425407024616773,-0.00120116702717778,0.00208241063512604,0.002094551130274595
group,volatility_alt,30,8125,-0.006193450003972197,-0.012175706447997675,-0.0001527563612081842,0.0028506371506309062,0.0028684024578448392
group,volatility_alt,60,8125,-0.011075956272875496,-0.018572991986208758,-0.003919431442481875,0.003983200833362194,0.004027812710822597
group,wholesale,5,31138,-0.023803688258324976,-0.026174468540186145,-0.021629029259873676,0.0007518310536570475,0.0007701637924811171
group,wholesale,15,31138,-0.0018241860712110841,-0.0035841199036471183,-0.0003810839115163874,0.0012542397791117576,0.0012565319271512993
group,wholesale,30,31138,0.0007578919191627476,-0.0010248240754776431,0.0027471236466976605,0.0017266082141748024,0.0017253006227746746
group,wholesale,60,31138,0.0018170359732446336,-0.0003580250552389307,0.003961715394464133,0.0023691055840657604,0.0023648086416939627
tod,open,5,258498,-0.020637123971689493,-0.022018251166864507,-0.019149591493150014,0.0010946107328357242,0.0011176763584043413
tod,open,15,258498,-0.000817561106791423,-0.001788680895973047,8.721964559235729e-05,0.0018078621633131004,0.0018093414104792154
tod,open,30,258498,0.00012118150271864371,-0.001249473657231431,0.0014613355829273555,0.002430314543174864,0.0024300200696911823
tod,open,60,258498,0.002279654452724792,0.0007211215024141452,0.003786904518944427,0.0031965929791706164,0.003189322426100781
tod,midday,5,378839,-0.020466885060252196,-0.021449697491360387,-0.01952135421399255,0.0007215872060983801,0.0007366644323635406
tod,midday,15,378839,0.005051377250385488,0.004189088357498568,0.005734956433424349,0.0012172966905295824,0.0012111785706516384
tod,midday,30,378839,0.006781591049270272,0.005720995272946751,0.00774708256554771,0.0016937654614789927,0.0016823564083186563
tod,midday,60,378839,0.0073035523187908215,0.006052065157469397,0.008474015130261811,0.002338624612357609,0.002321668187284902
tod,afternoon,5,349131,-0.015355181294488365,-0.01643859784078304,-0.01416446079030557,0.0006479746061145051,0.0006580795367068315
tod,afternoon,15,349131,0.006607307990258715,0.0044205952245415,0.00855610268030079,0.0011148806602594107,0.00110756265269455
tod,afternoon,30,349131,0.00953144788044285,0.006062746578872417,0.01248813392813832,0.0015683045608312306,0.0015534974805628467
tod,afternoon,60,349131,0.010186489808583016,0.005424339172391666,0.013913845646403493,0.0022259662453599336,0.002203520110214229
year,2024,5,986468,-0.0190563440355305,-0.0197076894246594,-0.01830307982143156,0.0007932827856504586,0.0008086935277342697
year,2024,15,986468,0.0034192932084310887,0.002610846747944839,0.004135932392674718,0.0013358037100368939,0.0013312517699013583
year,2024,30,986468,0.005292370008204253,0.004069869777019677,0.006420059752963973,0.0018423705604950432,0.0018326713854199528
year,2024,60,986468,0.006525650454198514,0.004914758217715953,0.007892046234166892,0.0025235779798831277,0.0025072167596964403
stress_day,False,5,885622,-0.019160779530489516,-0.0199812248271568,-0.0183582904482655,0.0007695989775985403,0.0007846331606011298
stress_day,False,15,885622,0.0035412300601043844,0.0027313683774441346,0.004286515470387653,0.0012966455348156964,0.0012920700176295076
stress_day,False,30,885622,0.005581513266919581,0.0043645823924612455,0.006692002177729176,0.0017873304204470614,0.001777409784156042
stress_day,False,60,885622,0.0067799419335154345,0.00515459140916966,0.008217779202659401,0.002450763090775801,0.0024342589564002675
stress_day,True,5,100846,-0.018350825138037836,-0.02069566476709637,-0.016137081995530798,0.0010012722096688228,0.0010199898653300656
stress_day,True,15,100846,0.0025934320961019082,0.0008876924114860695,0.004153348248535134,0.00167968786464637,0.0016753429763993965
stress_day,True,30,100846,0.003345299488427889,0.00031046748426839343,0.005796393244441064,0.002325728937719461,0.0023179746184142907
stress_day,True,60,100846,0.004798764361909115,0.0016080354211225217,0.007483777185176689,0.0031630328687335427,0.003147926710222625