+5,932.7%
CRS vs ES
+1,235.9%
+4,696.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.9% |
| 7D | -1.7% | +1.9% | -3.6% | -2.5% |
| 30D | -28.8% | +7.1% | -35.9% | -31.0% |
| 3M | -50.0% | -1.9% | -48.1% | -49.9% |
| 6M | -39.2% | +4.4% | -43.5% | -40.9% |
| YTD | -11.4% | +7.3% | -18.7% | -14.9% |
| 1Y | -11.7% | +2.1% | -13.8% | -13.9% |
| 3Y | +319.6% | +41.8% | +277.8% | +250.0% |
| 5Y | +794.8% | +1.4% | +793.3% | +746.9% |
| 10Y | +926.9% | +86.8% | +840.1% | +633.2% |
| All | +5,932.7% | +1,235.9% | +4,696.8% | +2,443.0% |
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