+6,518.8%
CRS vs ES
+1,229.2%
+5,289.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.5% | +10.2% | +9.9% |
| 7D | +4.9% | -0.1% | +5.0% | +4.9% |
| 30D | -20.8% | +5.7% | -26.5% | -22.9% |
| 3M | -46.4% | -2.8% | -43.6% | -46.2% |
| 6M | -28.6% | +7.0% | -35.5% | -31.2% |
| YTD | -2.8% | +6.8% | -9.6% | -6.5% |
| 1Y | -6.7% | -0.5% | -6.3% | -8.2% |
| 3Y | +368.0% | +47.2% | +320.8% | +284.4% |
| 5Y | +852.9% | +2.3% | +850.6% | +799.2% |
| 10Y | +905.1% | +85.6% | +819.5% | +620.1% |
| All | +6,518.8% | +1,229.2% | +5,289.6% | +2,694.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling