+862.6%
CRS vs ES
+87.3%
+775.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | +0.2% | +0.9% | -0.6% | -0.1% |
| 30D | -22.9% | +5.9% | -28.8% | -24.6% |
| 3M | -46.8% | -1.0% | -45.8% | -46.9% |
| 6M | -30.4% | +7.2% | -37.6% | -32.7% |
| YTD | -5.4% | +7.0% | -12.3% | -8.4% |
| 1Y | -9.0% | +0.5% | -9.4% | -10.5% |
| 3Y | +352.2% | +48.7% | +303.5% | +275.8% |
| 5Y | +852.2% | +1.9% | +850.3% | +812.9% |
| 10Y | +862.6% | +89.2% | +773.5% | +834.5% |
| All | +862.6% | +87.3% | +775.3% | +834.5% |
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