+82.7%
CRS vs ESI
+34.2%
+48.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.4% |
| 7D | -6.8% | -4.6% | -2.1% | -4.8% |
| 30D | -16.1% | -10.5% | -5.6% | -12.0% |
| 3M | -21.2% | -19.8% | -1.4% | -14.0% |
| 6M | +8.7% | +5.8% | +2.9% | +3.6% |
| YTD | +41.0% | +38.3% | +2.7% | +15.3% |
| 1Y | +82.7% | +31.5% | +51.1% | +53.3% |
| All | +82.7% | +34.2% | +48.5% | +53.3% |
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