+10,197.9%
CRS vs ES
+1,243.3%
+8,954.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | -0.2% | +0.3% | -0.5% | -0.4% |
| 30D | -16.6% | -2.0% | -14.7% | -16.0% |
| 3M | -3.5% | +1.7% | -5.1% | -4.5% |
| 6M | +15.4% | -3.5% | +19.0% | +16.4% |
| YTD | +51.2% | +7.9% | +43.3% | +45.8% |
| 1Y | +98.3% | +17.2% | +81.1% | +83.8% |
| 3Y | +651.5% | +29.3% | +622.2% | +553.7% |
| 5Y | +1,411.1% | -5.7% | +1,416.9% | +1,377.8% |
| 10Y | +1,424.3% | +85.2% | +1,339.1% | +999.6% |
| All | +10,197.9% | +1,243.3% | +8,954.6% | +4,255.4% |
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