+765.7%
CRS vs ES
+1.4%
+764.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.5% |
| 7D | -1.7% | +1.9% | -3.6% | -2.2% |
| 30D | -28.8% | +7.1% | -35.9% | -30.3% |
| 3M | -50.0% | -1.9% | -48.1% | -49.9% |
| 6M | -39.2% | +4.4% | -43.5% | -40.4% |
| YTD | -11.4% | +7.3% | -18.7% | -14.0% |
| 1Y | -11.7% | +2.1% | -13.8% | -13.3% |
| 3Y | +319.6% | +41.8% | +277.8% | +255.3% |
| All | +765.7% | +1.4% | +764.3% | +740.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling