-4.5%
CRS vs ESI
+27.8%
-32.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.1% | +0.6% |
| 7D | +4.3% | -6.6% | +10.9% | +7.7% |
| 30D | -25.5% | -10.9% | -14.6% | -21.0% |
| 3M | -48.7% | -13.8% | -34.9% | -45.1% |
| 6M | -31.6% | -21.5% | -10.1% | -24.8% |
| YTD | -7.0% | +34.7% | -41.7% | -19.5% |
| 1Y | -4.5% | +24.9% | -29.4% | -14.8% |
| All | -4.5% | +27.8% | -32.3% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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