+801.7%
CRS vs ESI
+318.1%
+483.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -1.9% | -2.2% |
| 7D | +4.8% | +5.5% | -0.8% | +1.3% |
| 30D | -23.2% | -7.8% | -15.4% | -18.4% |
| 3M | -45.5% | -15.0% | -30.5% | -39.4% |
| 6M | -33.1% | -24.9% | -8.2% | -20.7% |
| YTD | -7.2% | +33.2% | -40.4% | -27.6% |
| 1Y | -10.0% | +24.9% | -35.0% | -27.0% |
| 3Y | +332.3% | +77.8% | +254.6% | +163.1% |
| 5Y | +801.9% | +37.1% | +764.7% | +550.0% |
| All | +801.7% | +318.1% | +483.7% | +181.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling