-10.0%
CRS vs ES
+2.1%
-12.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.6% |
| 7D | +4.8% | +2.7% | +2.1% | +4.9% |
| 30D | -23.2% | +7.6% | -30.8% | -22.9% |
| 3M | -45.5% | +0.5% | -46.0% | -44.9% |
| 6M | -33.1% | +7.6% | -40.7% | -33.7% |
| YTD | -7.2% | +10.2% | -17.4% | -7.1% |
| 1Y | -10.0% | +1.8% | -11.9% | -9.5% |
| All | -10.0% | +2.1% | -12.2% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling