+238.9%
CRM vs ESI
+312.8%
-73.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | -4.4% | -4.6% | +0.2% | -3.1% |
| 30D | +28.1% | -10.5% | +38.7% | +32.2% |
| 3M | +48.8% | -19.8% | +68.6% | +56.4% |
| 6M | +28.3% | +5.8% | +22.4% | +19.7% |
| YTD | -6.0% | +38.3% | -44.3% | -21.4% |
| 1Y | +1.4% | +31.5% | -30.1% | -13.9% |
| 3Y | +11.8% | +80.7% | -68.8% | -18.4% |
| 5Y | -2.0% | +69.4% | -71.4% | -27.5% |
| All | +238.9% | +312.8% | -73.9% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling