-3.9%
CRM vs ES
-6.2%
+2.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | -8.1% | -3.5% | -4.6% | -7.7% |
| 30D | +23.1% | -3.0% | +26.1% | +23.5% |
| 3M | +42.5% | -0.3% | +42.8% | +42.5% |
| 6M | +25.3% | -5.2% | +30.5% | +26.1% |
| YTD | -7.8% | +4.8% | -12.6% | -8.9% |
| 1Y | +1.0% | +12.7% | -11.7% | -1.7% |
| 3Y | +10.0% | +27.5% | -17.5% | +2.5% |
| 5Y | -3.9% | -4.7% | +0.8% | -2.3% |
| All | -3.9% | -6.2% | +2.3% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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