+1.4%
CRM vs ESI
+34.2%
-32.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +2.0% |
| 7D | -4.4% | -4.6% | +0.2% | -4.9% |
| 30D | +28.1% | -10.5% | +38.7% | +26.7% |
| 3M | +48.8% | -19.8% | +68.6% | +45.9% |
| 6M | +28.3% | +5.8% | +22.4% | +22.9% |
| YTD | -6.0% | +38.3% | -44.3% | -17.0% |
| 1Y | +1.4% | +31.5% | -30.1% | -9.6% |
| All | +1.4% | +34.2% | -32.7% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling