+357.6%
CRM vs ESI
+222.6%
+135.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -5.0% | +3.9% | -8.9% | -5.9% |
| 30D | +23.6% | -3.8% | +27.4% | +24.6% |
| 3M | +39.6% | -13.1% | +52.7% | +42.4% |
| 6M | +23.4% | +11.3% | +12.1% | +15.6% |
| YTD | -7.4% | +44.1% | -51.5% | -20.2% |
| 1Y | -2.3% | +40.3% | -42.6% | -15.4% |
| 3Y | +10.5% | +84.1% | -73.5% | -13.3% |
| 5Y | -4.7% | +75.8% | -80.5% | -24.7% |
| 10Y | +234.7% | +320.7% | -86.0% | +103.0% |
| All | +357.6% | +222.6% | +135.0% | +187.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling