+1,412.7%
CRS vs ES
+83.1%
+1,329.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.5% |
| 7D | -0.5% | 0.0% | -0.5% | -0.6% |
| 30D | -18.1% | -1.0% | -17.1% | -17.9% |
| 3M | -12.4% | +1.5% | -13.9% | -13.2% |
| 6M | +15.9% | -3.5% | +19.4% | +16.7% |
| YTD | +45.8% | +7.0% | +38.8% | +41.6% |
| 1Y | +87.8% | +15.3% | +72.4% | +76.6% |
| 3Y | +648.7% | +30.2% | +618.5% | +558.0% |
| 5Y | +1,416.6% | -4.3% | +1,420.9% | +1,392.0% |
| 10Y | +1,412.7% | +87.5% | +1,325.2% | +1,279.2% |
| All | +1,412.7% | +83.1% | +1,329.6% | +1,279.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling